Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1832658.4987 | 1770780.7106 | 61877.788 | 2836836.0595 | 2019995.2243 | 816840.8352 |
Total P&L (%) | 1832.6585 | 1770.7807 | 61.8778 | 2836.8361 | 2019.9952 | 816.8408 |
Avg Daily Profit (%) | 0.8112 | 0.7838 | 0.0274 | 0.1497 | 0.1353 | 0.0981 |
Buy And Hold Return (%) | 195.7494 | 195.7494 | 195.7494 | 195.7494 | 195.7494 | 195.7494 |
Max Trade Drawdown | -121741 | -49784 | -115615 | -3786260 | -2558032 | -1738255 |
Profit Factor | 4.3201 | 7.6258 | 1.2173 | 1.2859 | 1.3955 | 1.1696 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 43.2836 | 41.1765 | 45.4545 | 43.2836 | 41.1765 | 45.4545 |
Ratio Avg Win / Avg Loss | 5.6608 | 10.894 | 1.4608 | 1.685 | 1.9936 | 1.4036 |
Largest Winning Trade | 1260380 | 1260380 | 61973 | 2102885 | 2102885 | 1375698 |
Largest Losing Trade | -42578 | -33056 | -42578 | -1310704 | -1310704 | -966416 |
Avg Bars in Trades | 129 | 120 | 138 | 129 | 120 | 138 |
Avg Bars in Winners | 227 | 218 | 236 | 227 | 218 | 236 |
Avg Bars in Losers | 54 | 52 | 57 | 54 | 52 | 57 |
Bars Traded | 8681 | 4096 | 4585 | 8681 | 4096 | 4585 |
Profit Streak | 0 | 0 | 163.5192 | 0 | 0 | 163.5192 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -103417 | 651856 | -323313 | -115550 | -13700 | -98374 |
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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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