Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1634661.663 | 1562587.1551 | 72074.5079 | 1499231.6014 | 1600655.7531 | -101424.1518 |
Total P&L (%) | 1634.6617 | 1562.5872 | 72.0745 | 1499.2316 | 1600.6558 | -101.4242 |
Avg Daily Profit (%) | 0.8853 | 0.8462 | 0.039 | 0.1502 | 0.1536 | 0 |
Buy And Hold Return (%) | 192.7246 | 192.7246 | 192.7246 | 192.7246 | 192.7246 | 192.7246 |
Max Trade Drawdown | -110362 | -69342 | -68001 | -1659792 | -668241 | -1289190 |
Profit Factor | 4.4659 | 8.8349 | 1.2648 | 1.264 | 1.7364 | 0.9711 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 46.3768 | 40 | 52.9412 | 46.3768 | 40 | 52.9412 |
Ratio Avg Win / Avg Loss | 5.1637 | 13.2524 | 1.1243 | 1.4615 | 2.6046 | 0.8632 |
Largest Winning Trade | 1405103 | 1405103 | 74335 | 1405103 | 1405103 | 734668 |
Largest Losing Trade | -53657 | -26334 | -53657 | -1102673 | -332484 | -1102673 |
Avg Bars in Trades | 102 | 95 | 111 | 102 | 95 | 111 |
Avg Bars in Winners | 169 | 181 | 159 | 169 | 181 | 159 |
Avg Bars in Losers | 45 | 37 | 57 | 45 | 37 | 57 |
Bars Traded | 7104 | 3325 | 3779 | 7104 | 3325 | 3779 |
Profit Streak | 0 | 0 | 69.9975 | 0 | 0 | 69.9975 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -87043 | 642089 | -305339 | -100210 | 253220 | -579445 |
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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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