Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1718400.7397 | 1634560.3472 | 83840.3926 | 4944153.5308 | 2187104.2882 | 2757049.2426 |
Total P&L (%) | 1718.4007 | 1634.5603 | 83.8404 | 4944.1535 | 2187.1043 | 2757.0492 |
Avg Daily Profit (%) | 0.7589 | 0.7219 | 0.037 | 0.1733 | 0.1383 | 0.1482 |
Buy And Hold Return (%) | 360.1942 | 360.1942 | 360.1942 | 360.1942 | 360.1942 | 360.1942 |
Max Trade Drawdown | -134346 | -50954 | -132141 | -931537 | -898093 | -817064 |
Profit Factor | 4.899 | 9.2249 | 1.3465 | 1.9782 | 1.8021 | 2.1845 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 42.8571 | 40.625 | 45.1613 | 42.8571 | 40.625 | 45.1613 |
Ratio Avg Win / Avg Loss | 6.5321 | 13.4825 | 1.635 | 2.6376 | 2.6339 | 2.6526 |
Largest Winning Trade | 1131504 | 1131504 | 52921 | 1557946 | 1063901 | 1557946 |
Largest Losing Trade | -41797 | -40254 | -41797 | -606798 | -404050 | -606798 |
Avg Bars in Trades | 201 | 188 | 214 | 201 | 188 | 214 |
Avg Bars in Winners | 359 | 335 | 381 | 359 | 335 | 381 |
Avg Bars in Losers | 83 | 88 | 77 | 83 | 88 | 77 |
Bars Traded | 12695 | 6032 | 6663 | 12695 | 6032 | 6663 |
Profit Streak | 0 | 0 | 154.5597 | 0 | 0 | 154.5597 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -135056 | 561754 | -309081 | -142487 | -8840 | 286869 |
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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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