Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1256560.3259 | 1205465.7396 | 51094.5863 | 3197767.3353 | 3509856.9751 | -312089.6398 |
Total P&L (%) | 1256.5603 | 1205.4657 | 51.0946 | 3197.7673 | 3509.857 | -312.0896 |
Avg Daily Profit (%) | 0.6912 | 0.6631 | 0.0281 | 0.1925 | 0.1975 | 0 |
Buy And Hold Return (%) | 624.8976 | 624.8976 | 624.8976 | 624.8976 | 624.8976 | 624.8976 |
Max Trade Drawdown | -108871 | -57134 | -61966 | -7365553 | -5244028 | -3578612 |
Profit Factor | 3.5572 | 6.4614 | 1.1888 | 1.1912 | 1.4232 | 0.963 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 40.9091 | 36.3636 | 45.4545 | 40.9091 | 36.3636 | 45.4545 |
Ratio Avg Win / Avg Loss | 5.1381 | 11.3074 | 1.4265 | 1.7206 | 2.4907 | 1.1556 |
Largest Winning Trade | 627514 | 627514 | 74310 | 5664643 | 5664643 | 1845958 |
Largest Losing Trade | -33401 | -24372 | -33401 | -1502609 | -1502609 | -1232053 |
Avg Bars in Trades | 157 | 141 | 172 | 157 | 141 | 172 |
Avg Bars in Winners | 264 | 235 | 286 | 264 | 235 | 286 |
Avg Bars in Losers | 83 | 87 | 77 | 83 | 87 | 77 |
Bars Traded | 10370 | 4672 | 5698 | 10370 | 4672 | 5698 |
Profit Streak | 0 | 108.3076 | 0 | 0 | 108.3076 | 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 | -120156 | 302280 | -335776 | -134717 | 153941 | -580903 |
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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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