Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1688924.7176 | 1654320.2551 | 34604.4626 | 1019234.8919 | 496732.2506 | 522502.6413 |
Total P&L (%) | 1688.9247 | 1654.3203 | 34.6045 | 1019.2349 | 496.7323 | 522.5026 |
Avg Daily Profit (%) | 0.9009 | 0.8825 | 0.0185 | 0.1289 | 0.0953 | 0.0976 |
Buy And Hold Return (%) | 468.4538 | 468.4538 | 468.4538 | 468.4538 | 468.4538 | 468.4538 |
Max Trade Drawdown | -147997 | -130007 | -87009 | -3516029 | -3408401 | -1075624 |
Profit Factor | 4.0666 | 5.9106 | 1.1618 | 1.1087 | 1.0764 | 1.1817 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 39 | 16 | 23 | 39 | 16 | 23 |
Losing Trades | 27 | 17 | 10 | 27 | 17 | 10 |
Profitability (%) | 59.0909 | 48.4848 | 69.697 | 59.0909 | 48.4848 | 69.697 |
Ratio Avg Win / Avg Loss | 2.8153 | 6.2801 | 0.5051 | 0.7675 | 1.1437 | 0.5138 |
Largest Winning Trade | 1373506 | 1373506 | 39999 | 1771901 | 1771901 | 731095 |
Largest Losing Trade | -62672 | -54356 | -62672 | -2176652 | -2176652 | -772794 |
Avg Bars in Trades | 81 | 130 | 32 | 81 | 130 | 32 |
Avg Bars in Winners | 81 | 148 | 34 | 81 | 148 | 34 |
Avg Bars in Losers | 82 | 114 | 27 | 82 | 114 | 27 |
Bars Traded | 5392 | 4315 | 1077 | 5392 | 4315 | 1077 |
Profit Streak | 147.1529 | 167.1529 | 147.1529 | 147.1529 | 167.1529 | 147.1529 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -108148 | 698928 | -374691 | -254802 | -348839 | -211001 |
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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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