Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1752438.9718 | 1604120.2367 | 148318.7351 | 4883089.9843 | 616326.8352 | 4266763.1491 |
Total P&L (%) | 1752.439 | 1604.1202 | 148.3187 | 4883.09 | 616.3268 | 4266.7631 |
Avg Daily Profit (%) | 0.9442 | 0.8643 | 0.0799 | 0.2108 | 0.1061 | 0.2037 |
Buy And Hold Return (%) | 80.8782 | 80.8782 | 80.8782 | 80.8782 | 80.8782 | 80.8782 |
Max Trade Drawdown | -87156 | -82255 | -40653 | -5033562 | -3160785 | -1963850 |
Profit Factor | 5.6139 | 9.2282 | 1.8023 | 1.37 | 1.0826 | 1.7441 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 47.541 | 45.1613 | 50 | 47.541 | 45.1613 | 50 |
Ratio Avg Win / Avg Loss | 6.1946 | 11.2056 | 1.8023 | 1.5118 | 1.3146 | 1.7441 |
Largest Winning Trade | 1468450 | 1468450 | 64452 | 2260867 | 1851561 | 2260867 |
Largest Losing Trade | -29475 | -23956 | -29475 | -1314072 | -1314072 | -1238244 |
Avg Bars in Trades | 170 | 142 | 199 | 170 | 142 | 199 |
Avg Bars in Winners | 240 | 192 | 284 | 240 | 192 | 284 |
Avg Bars in Losers | 107 | 102 | 114 | 107 | 102 | 114 |
Bars Traded | 10416 | 4428 | 5988 | 10416 | 4428 | 5988 |
Profit Streak | 38.6037 | 59.937 | 0 | 38.6037 | 59.937 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144873 | 733988 | -90880 | -156656 | -181893 | 407809 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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