Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2030052.6648 | 1881707.5497 | 148345.1151 | 5436157.1046 | -336248.6142 | 5772405.7189 |
Total P&L (%) | 2030.0527 | 1881.7076 | 148.3451 | 5436.1571 | -336.2486 | 5772.4057 |
Avg Daily Profit (%) | 1.0905 | 1.0109 | 0.0797 | 0.2159 | 0 | 0.219 |
Buy And Hold Return (%) | 74.1148 | 74.1148 | 74.1148 | 74.1148 | 74.1148 | 74.1148 |
Max Trade Drawdown | -125272 | -107278 | -39003 | -6889543 | -6360804 | -2255630 |
Profit Factor | 6.6807 | 10.2771 | 1.96 | 1.2587 | 0.9734 | 1.6884 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 29 | 11 | 18 | 29 | 11 | 18 |
Losing Trades | 35 | 21 | 14 | 35 | 21 | 14 |
Profitability (%) | 45.3125 | 34.375 | 56.25 | 45.3125 | 34.375 | 56.25 |
Ratio Avg Win / Avg Loss | 8.0629 | 19.6199 | 1.5244 | 1.5192 | 1.8582 | 1.3132 |
Largest Winning Trade | 1700247 | 1700247 | 66233 | 3628042 | 3628042 | 3404922 |
Largest Losing Trade | -33494 | -33494 | -31741 | -2496816 | -2496816 | -1891512 |
Avg Bars in Trades | 56 | 58 | 53 | 56 | 58 | 53 |
Avg Bars in Winners | 70 | 82 | 62 | 70 | 82 | 62 |
Avg Bars in Losers | 44 | 46 | 42 | 44 | 46 | 42 |
Bars Traded | 3587 | 1874 | 1713 | 3587 | 1874 | 1713 |
Profit Streak | 0 | 0 | 82.2803 | 0 | 0 | 82.2803 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -123654 | 567666 | -87967 | -136484 | -584108 | 433009 |
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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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