Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1864932.5752 | 1710921.743 | 154010.8321 | 5113338.9434 | 1732005.2182 | 3381333.7251 |
Total P&L (%) | 1864.9326 | 1710.9217 | 154.0108 | 5113.3389 | 1732.0052 | 3381.3337 |
Avg Daily Profit (%) | 1.0084 | 0.9252 | 0.0833 | 0.214 | 0.1574 | 0.1921 |
Buy And Hold Return (%) | 74.7794 | 74.7794 | 74.7794 | 74.7794 | 74.7794 | 74.7794 |
Max Trade Drawdown | -78766 | -78197 | -84854 | -1734929 | -2189514 | -2017901 |
Profit Factor | 5.9433 | 10.9516 | 1.75 | 1.6092 | 1.3683 | 1.9159 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 53.7313 | 50 | 57.5758 | 53.7313 | 50 | 57.5758 |
Ratio Avg Win / Avg Loss | 5.1179 | 10.9516 | 1.2895 | 1.3857 | 1.3683 | 1.4117 |
Largest Winning Trade | 1569029 | 1569029 | 68761 | 1340970 | 1340970 | 1250916 |
Largest Losing Trade | -62034 | -26363 | -62034 | -1501469 | -844252 | -1501469 |
Avg Bars in Trades | 79 | 76 | 82 | 79 | 76 | 82 |
Avg Bars in Winners | 100 | 101 | 99 | 100 | 101 | 99 |
Avg Bars in Losers | 53 | 50 | 57 | 53 | 50 | 57 |
Bars Traded | 5298 | 2589 | 2709 | 5298 | 2589 | 2709 |
Profit Streak | 0 | 0 | 72.4631 | 0 | 0 | 72.4631 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -98682 | 784283 | -84537 | -110423 | 293672 | 432455 |
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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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