Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2202644.4372 | 2051118.3007 | 151526.1365 | 16038770.2357 | 5687704.4309 | 10351065.8048 |
Total P&L (%) | 2202.6444 | 2051.1183 | 151.5261 | 16038.7702 | 5687.7044 | 10351.0658 |
Avg Daily Profit (%) | 0.9314 | 0.8673 | 0.0641 | 0.2152 | 0.1717 | 0.1968 |
Buy And Hold Return (%) | 439.2119 | 439.2119 | 439.2119 | 439.2119 | 439.2119 | 439.2119 |
Max Trade Drawdown | -108678 | -81634 | -61535 | -8637142 | -5686741 | -6119913 |
Profit Factor | 5.2228 | 9.6289 | 1.5337 | 1.4535 | 1.3506 | 1.5408 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 55.2239 | 51.5152 | 58.8235 | 55.2239 | 51.5152 | 58.8235 |
Ratio Avg Win / Avg Loss | 4.2347 | 9.0625 | 1.0736 | 1.1785 | 1.2711 | 1.0785 |
Largest Winning Trade | 1606945 | 1606945 | 53505 | 7960427 | 4472725 | 7960427 |
Largest Losing Trade | -42567 | -42567 | -36407 | -5737682 | -3226830 | -5737682 |
Avg Bars in Trades | 67 | 64 | 71 | 67 | 64 | 71 |
Avg Bars in Winners | 75 | 72 | 79 | 75 | 72 | 79 |
Avg Bars in Losers | 57 | 55 | 60 | 57 | 55 | 60 |
Bars Traded | 4549 | 2112 | 2437 | 4549 | 2112 | 2437 |
Profit Streak | 42.3518 | 42.3518 | 71.8518 | 42.3518 | 42.3518 | 71.8518 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -98984 | 750556 | -269551 | -109709 | 320832 | 419728 |
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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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