Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1404968.3911 | 1331833.6657 | 73134.7254 | 3592983.1767 | 3489906.4173 | 103076.7594 |
Total P&L (%) | 1404.9684 | 1331.8337 | 73.1347 | 3592.9832 | 3489.9064 | 103.0768 |
Avg Daily Profit (%) | 0.7725 | 0.7323 | 0.0402 | 0.1986 | 0.1971 | 0.039 |
Buy And Hold Return (%) | 749.3442 | 749.3442 | 749.3442 | 749.3442 | 749.3442 | 749.3442 |
Max Trade Drawdown | -119345 | -115133 | -59100 | -3205049 | -2432055 | -1726650 |
Profit Factor | 3.7985 | 6.0087 | 1.3097 | 1.3362 | 1.687 | 1.0184 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 43.5484 | 45.1613 | 41.9355 | 43.5484 | 45.1613 | 41.9355 |
Ratio Avg Win / Avg Loss | 4.9239 | 7.2963 | 1.8134 | 1.7321 | 2.0485 | 1.4101 |
Largest Winning Trade | 682329 | 682329 | 63619 | 2114346 | 2114346 | 1508680 |
Largest Losing Trade | -41596 | -37753 | -41596 | -1209396 | -1209396 | -1185648 |
Avg Bars in Trades | 168 | 183 | 154 | 168 | 183 | 154 |
Avg Bars in Winners | 248 | 269 | 225 | 248 | 269 | 225 |
Avg Bars in Losers | 107 | 113 | 102 | 107 | 113 | 102 |
Bars Traded | 10476 | 5702 | 4774 | 10476 | 5702 | 4774 |
Profit Streak | 0 | 151.2749 | 0 | 0 | 151.2749 | 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 | -149164 | 424222 | -306888 | -153360 | 310053 | -510122 |
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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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