Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1242181.341 | 1199515.8591 | 42665.482 | 2471713.9044 | 3583720.4487 | -1112006.5443 |
Total P&L (%) | 1242.1813 | 1199.5159 | 42.6655 | 2471.7139 | 3583.7204 | -1112.0065 |
Avg Daily Profit (%) | 0.6844 | 0.6609 | 0.0235 | 0.1791 | 0.1989 | 0 |
Buy And Hold Return (%) | 554.6067 | 554.6067 | 554.6067 | 554.6067 | 554.6067 | 554.6067 |
Max Trade Drawdown | -112318 | -52840 | -73245 | -4181726 | -2884000 | -2257658 |
Profit Factor | 3.4796 | 6.3921 | 1.1532 | 1.2133 | 1.6818 | 0.8244 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 43.5484 | 41.9355 | 45.1613 | 43.5484 | 41.9355 | 45.1613 |
Ratio Avg Win / Avg Loss | 4.5106 | 8.8506 | 1.4003 | 1.5728 | 2.3286 | 1.001 |
Largest Winning Trade | 674979 | 674979 | 76887 | 4257130 | 4257130 | 1314684 |
Largest Losing Trade | -34043 | -25221 | -34043 | -1221215 | -1221215 | -1101561 |
Avg Bars in Trades | 166 | 150 | 183 | 166 | 150 | 183 |
Avg Bars in Winners | 277 | 241 | 311 | 277 | 241 | 311 |
Avg Bars in Losers | 81 | 84 | 78 | 81 | 84 | 78 |
Bars Traded | 10346 | 4650 | 5696 | 10346 | 4650 | 5696 |
Profit Streak | 0 | 102.5266 | 0 | 0 | 102.5266 | 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 | -147743 | 435108 | -381174 | -154578 | 296643 | -581033 |
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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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