Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5674321.0088 | 5676947.8157 | -2626.8069 | 1308940.9083 | 829955.7049 | 478985.2034 |
Total P&L (%) | 5674.321 | 5676.9478 | -2.6268 | 1308.9409 | 829.9557 | 478.9852 |
Avg Daily Profit (%) | 2.3937 | 2.3948 | -0.0011 | 0.1117 | 0.0941 | 0.0741 |
Buy And Hold Return (%) | 772.7491 | 772.7491 | 772.7491 | 772.7491 | 772.7491 | 772.7491 |
Max Trade Drawdown | -129470 | -47593 | -96446 | -563755 | -469260 | -515656 |
Profit Factor | 14.9468 | 30.878 | 0.9879 | 1.4325 | 1.5536 | 1.3136 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 47.6923 | 45.4545 | 50 | 47.6923 | 45.4545 | 50 |
Ratio Avg Win / Avg Loss | 16.3933 | 37.0536 | 0.9879 | 1.5711 | 1.8643 | 1.3136 |
Largest Winning Trade | 5716491 | 5716491 | 82826 | 1111693 | 1111693 | 545995 |
Largest Losing Trade | -47593 | -47593 | -28494 | -320365 | -231517 | -320365 |
Avg Bars in Trades | 64 | 62 | 67 | 64 | 62 | 67 |
Avg Bars in Winners | 96 | 96 | 96 | 96 | 96 | 96 |
Avg Bars in Losers | 36 | 35 | 38 | 36 | 35 | 38 |
Bars Traded | 4224 | 2073 | 2151 | 4224 | 2073 | 2151 |
Profit Streak | 12.1656 | 12.1656 | 14.1656 | 12.1656 | 12.1656 | 14.1656 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -112734 | 788650 | -580215 | -186246 | -208074 | -259042 |
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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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