Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1170857.4626 | 1136553.2607 | 34304.2019 | 2065393.8049 | 3374494.8341 | -1309101.0291 |
Total P&L (%) | 1170.8575 | 1136.5533 | 34.3042 | 2065.3938 | 3374.4948 | -1309.101 |
Avg Daily Profit (%) | 0.6456 | 0.6267 | 0.0189 | 0.1697 | 0.1958 | 0 |
Buy And Hold Return (%) | 554.5067 | 554.5067 | 554.5067 | 554.5067 | 554.5067 | 554.5067 |
Max Trade Drawdown | -116110 | -68661 | -66482 | -7057659 | -5016049 | -3489938 |
Profit Factor | 3.3715 | 5.9578 | 1.1297 | 1.1388 | 1.465 | 0.8282 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 40.625 | 37.5 | 43.75 | 40.625 | 37.5 | 43.75 |
Ratio Avg Win / Avg Loss | 4.9276 | 9.9297 | 1.4525 | 1.6645 | 2.4417 | 1.0648 |
Largest Winning Trade | 612670 | 612670 | 75999 | 5455688 | 5455688 | 1533686 |
Largest Losing Trade | -29897 | -24702 | -29897 | -1721775 | -1721775 | -1205560 |
Avg Bars in Trades | 323 | 293 | 353 | 323 | 293 | 353 |
Avg Bars in Winners | 556 | 500 | 604 | 556 | 500 | 604 |
Avg Bars in Losers | 163 | 168 | 158 | 163 | 168 | 158 |
Bars Traded | 20695 | 9383 | 11312 | 20695 | 9383 | 11312 |
Profit Streak | 0 | 101.2536 | 0 | 0 | 101.2536 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -135275 | 334482 | -413677 | -208803 | 189465 | -581574 |
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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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