Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1492224.0827 | 1311644.4852 | 180579.5975 | 7129165.6157 | 2574341.4245 | 4554824.1912 |
Total P&L (%) | 1492.2241 | 1311.6445 | 180.5796 | 7129.1656 | 2574.3414 | 4554.8242 |
Avg Daily Profit (%) | 0.8065 | 0.7089 | 0.0976 | 0.2316 | 0.1778 | 0.2078 |
Buy And Hold Return (%) | 68.2364 | 68.2364 | 68.2364 | 68.2364 | 68.2364 | 68.2364 |
Max Trade Drawdown | -90306 | -85212 | -41713 | -1205814 | -1188908 | -900279 |
Profit Factor | 5.22 | 7.5699 | 2.1729 | 2.1593 | 1.7244 | 2.7549 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 50.7692 | 45.4545 | 56.25 | 50.7692 | 45.4545 | 56.25 |
Ratio Avg Win / Avg Loss | 5.0618 | 9.0838 | 1.69 | 2.0939 | 2.0692 | 2.1427 |
Largest Winning Trade | 1161014 | 1161014 | 68966 | 2005148 | 1161014 | 2005148 |
Largest Losing Trade | -44235 | -44235 | -27505 | -635990 | -635990 | -505284 |
Avg Bars in Trades | 78 | 39 | 117 | 78 | 39 | 117 |
Avg Bars in Winners | 134 | 59 | 197 | 134 | 59 | 197 |
Avg Bars in Losers | 19 | 23 | 15 | 19 | 23 | 15 |
Bars Traded | 5075 | 1309 | 3766 | 5075 | 1309 | 3766 |
Profit Streak | 133.8186 | 133.8186 | 263.4852 | 133.8186 | 133.8186 | 263.4852 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -113812 | 708900 | -60225 | -122524 | 356122 | 543931 |
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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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