Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1130775.0618 | 1016417.6848 | 114357.377 | 9322094.4586 | 7750317.0573 | 1571777.4012 |
Total P&L (%) | 1130.7751 | 1016.4177 | 114.3574 | 9322.0945 | 7750.3171 | 1571.7774 |
Avg Daily Profit (%) | 0.517 | 0.4647 | 0.0523 | 0.208 | 0.1997 | 0.1288 |
Buy And Hold Return (%) | 556.3578 | 556.3578 | 556.3578 | 556.3578 | 556.3578 | 556.3578 |
Max Trade Drawdown | -70623 | -63968 | -68885 | -1572274 | -659911 | -946305 |
Profit Factor | 4.3574 | 6.9696 | 1.6867 | 3.0537 | 4.3805 | 1.6997 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 22 | 10 | 12 | 22 | 10 | 12 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 35.4839 | 32.2581 | 38.7097 | 35.4839 | 32.2581 | 38.7097 |
Ratio Avg Win / Avg Loss | 7.9225 | 14.6362 | 2.6706 | 5.5522 | 9.199 | 2.6912 |
Largest Winning Trade | 541773 | 541773 | 61020 | 5725470 | 5725470 | 1701085 |
Largest Losing Trade | -26837 | -26837 | -22391 | -946305 | -625969 | -946305 |
Avg Bars in Trades | 206 | 178 | 234 | 206 | 178 | 234 |
Avg Bars in Winners | 407 | 373 | 436 | 407 | 373 | 436 |
Avg Bars in Losers | 95 | 86 | 106 | 95 | 86 | 106 |
Bars Traded | 12808 | 5544 | 7264 | 12808 | 5544 | 7264 |
Profit Streak | 76.3221 | 118.3221 | 76.3221 | 76.3221 | 118.3221 | 76.3221 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152060 | 158769 | -289552 | -149518 | 324012 | -24513 |
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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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