Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1212322.5633 | 1197070.1183 | 15252.445 | 1515509.3454 | 2646589.0779 | -1131079.7325 |
Total P&L (%) | 1212.3226 | 1197.0701 | 15.2524 | 1515.5093 | 2646.5891 | -1131.0797 |
Avg Daily Profit (%) | 0.6666 | 0.6582 | 0.0084 | 0.1531 | 0.1823 | 0 |
Buy And Hold Return (%) | 634.5223 | 634.5223 | 634.5223 | 634.5223 | 634.5223 | 634.5223 |
Max Trade Drawdown | -114840 | -75262 | -79202 | -3962329 | -2242223 | -1882453 |
Profit Factor | 3.216 | 5.7831 | 1.0514 | 1.1568 | 1.6148 | 0.789 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 40.5797 | 38.2353 | 42.8571 | 40.5797 | 38.2353 | 42.8571 |
Ratio Avg Win / Avg Loss | 4.7091 | 9.3419 | 1.4018 | 1.6939 | 2.6085 | 1.052 |
Largest Winning Trade | 664799 | 664799 | 78668 | 2712455 | 2712455 | 935395 |
Largest Losing Trade | -34311 | -23790 | -34311 | -871118 | -871118 | -784405 |
Avg Bars in Trades | 152 | 141 | 162 | 152 | 141 | 162 |
Avg Bars in Winners | 256 | 236 | 274 | 256 | 236 | 274 |
Avg Bars in Losers | 80 | 82 | 78 | 80 | 82 | 78 |
Bars Traded | 10494 | 4802 | 5692 | 10494 | 4802 | 5692 |
Profit Streak | 0 | 107.2912 | 0 | 0 | 107.2912 | 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 | -99253 | 311309 | -514190 | -153548 | 174331 | -581898 |
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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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