Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1157768.8059 | 1112212.8602 | 45555.9457 | 2976488.7292 | 4142771.5894 | -1166282.8602 |
Total P&L (%) | 1157.7688 | 1112.2129 | 45.5559 | 2976.4887 | 4142.7716 | -1166.2829 |
Avg Daily Profit (%) | 0.634 | 0.6091 | 0.0249 | 0.1878 | 0.2055 | 0 |
Buy And Hold Return (%) | 660.8445 | 660.8445 | 660.8445 | 660.8445 | 660.8445 | 660.8445 |
Max Trade Drawdown | -126852 | -80076 | -80265 | -6807420 | -4843760 | -3704311 |
Profit Factor | 3.3158 | 6.0264 | 1.1635 | 1.2025 | 1.5834 | 0.8464 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 41.791 | 42.4242 | 41.1765 | 41.791 | 42.4242 | 41.1765 |
Ratio Avg Win / Avg Loss | 4.6185 | 8.1787 | 1.6621 | 1.675 | 2.1489 | 1.2092 |
Largest Winning Trade | 528188 | 528188 | 79176 | 5283724 | 5283724 | 1291097 |
Largest Losing Trade | -41400 | -22389 | -41400 | -1300496 | -1300496 | -1174568 |
Avg Bars in Trades | 156 | 144 | 168 | 156 | 144 | 168 |
Avg Bars in Winners | 260 | 232 | 289 | 260 | 232 | 289 |
Avg Bars in Losers | 81 | 79 | 84 | 81 | 79 | 84 |
Bars Traded | 10501 | 4762 | 5739 | 10501 | 4762 | 5739 |
Profit Streak | 0 | 170.3516 | 0 | 0 | 170.3516 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -114925 | 326070 | -368355 | -117711 | 306755 | -582559 |
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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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