Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1772293.8652 | 1602132.3985 | 170161.4668 | 6850203.0689 | 2883649.0679 | 3966554.001 |
Total P&L (%) | 1772.2939 | 1602.1324 | 170.1615 | 6850.2031 | 2883.6491 | 3966.554 |
Avg Daily Profit (%) | 0.9528 | 0.8614 | 0.0915 | 0.2283 | 0.1827 | 0.1994 |
Buy And Hold Return (%) | 71.9769 | 71.9769 | 71.9769 | 71.9769 | 71.9769 | 71.9769 |
Max Trade Drawdown | -77444 | -80375 | -48098 | -1843664 | -1770286 | -1575050 |
Profit Factor | 5.7721 | 10.1234 | 1.8692 | 1.689 | 1.5877 | 1.7877 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 55 | 50 | 60 | 55 | 50 | 60 |
Ratio Avg Win / Avg Loss | 4.7227 | 10.1234 | 1.2461 | 1.3819 | 1.5877 | 1.1918 |
Largest Winning Trade | 1466734 | 1466734 | 65213 | 1770511 | 1422408 | 1770511 |
Largest Losing Trade | -35044 | -28193 | -35044 | -958467 | -958467 | -897383 |
Avg Bars in Trades | 58 | 54 | 61 | 58 | 54 | 61 |
Avg Bars in Winners | 73 | 63 | 80 | 73 | 63 | 80 |
Avg Bars in Losers | 40 | 45 | 33 | 40 | 45 | 33 |
Bars Traded | 3500 | 1643 | 1857 | 3500 | 1643 | 1857 |
Profit Streak | 51.895 | 51.895 | 80.395 | 51.895 | 51.895 | 80.395 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150204 | 801492 | -71044 | -161495 | 408932 | 436277 |
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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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