Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1316497.1276 | 1210953.56 | 105543.5675 | 7368127.2138 | 7799467.8634 | -431340.6496 |
Total P&L (%) | 1316.4971 | 1210.9536 | 105.5436 | 7368.1272 | 7799.4679 | -431.3407 |
Avg Daily Profit (%) | 0.6017 | 0.5535 | 0.0482 | 0.1973 | 0.1999 | 0 |
Buy And Hold Return (%) | 500.6956 | 500.6956 | 500.6956 | 500.6956 | 500.6956 | 500.6956 |
Max Trade Drawdown | -103614 | -77391 | -107980 | -3845241 | -1924213 | -2792371 |
Profit Factor | 3.7656 | 5.3337 | 1.5368 | 2.1116 | 3.4895 | 0.8766 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 48.4375 | 40.625 | 56.25 | 48.4375 | 40.625 | 56.25 |
Ratio Avg Win / Avg Loss | 4.0085 | 7.7953 | 1.1953 | 2.2478 | 5.1001 | 0.6818 |
Largest Winning Trade | 632692 | 632692 | 66990 | 5970805 | 5970805 | 676139 |
Largest Losing Trade | -36334 | -36334 | -35249 | -2597167 | -964740 | -2597167 |
Avg Bars in Trades | 66 | 61 | 72 | 66 | 61 | 72 |
Avg Bars in Winners | 99 | 102 | 97 | 99 | 102 | 97 |
Avg Bars in Losers | 36 | 34 | 38 | 36 | 34 | 38 |
Bars Traded | 4286 | 1982 | 2304 | 4286 | 1982 | 2304 |
Profit Streak | 199.5666 | 199.5666 | 253.0666 | 199.5666 | 199.5666 | 253.0666 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -127774 | 442737 | -290583 | -130664 | 432365 | -578624 |
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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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