Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1337358.6565 | 1265815.7205 | 71542.936 | 5230723.1557 | 4540919.2291 | 689803.9265 |
Total P&L (%) | 1337.3587 | 1265.8157 | 71.5429 | 5230.7232 | 4540.9192 | 689.8039 |
Avg Daily Profit (%) | 0.7338 | 0.6945 | 0.0393 | 0.2184 | 0.2108 | 0.1135 |
Buy And Hold Return (%) | 717.0389 | 717.0389 | 717.0389 | 717.0389 | 717.0389 | 717.0389 |
Max Trade Drawdown | -110209 | -58319 | -76779 | -5394058 | -3276048 | -2709091 |
Profit Factor | 3.7363 | 6.7137 | 1.2677 | 1.4293 | 1.7875 | 1.1075 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 42.029 | 41.1765 | 42.8571 | 42.029 | 41.1765 | 42.8571 |
Ratio Avg Win / Avg Loss | 5.1535 | 9.591 | 1.6903 | 1.9714 | 2.5536 | 1.4766 |
Largest Winning Trade | 642620 | 642620 | 75739 | 4247020 | 4247020 | 1763548 |
Largest Losing Trade | -31169 | -28416 | -31169 | -1266517 | -1266517 | -983959 |
Avg Bars in Trades | 153 | 146 | 161 | 153 | 146 | 161 |
Avg Bars in Winners | 264 | 237 | 289 | 264 | 237 | 289 |
Avg Bars in Losers | 73 | 82 | 65 | 73 | 82 | 65 |
Bars Traded | 10621 | 4969 | 5652 | 10621 | 4969 | 5652 |
Profit Streak | 0 | 167.7248 | 0 | 0 | 167.7248 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -97697 | 368829 | -308033 | -99197 | 323312 | -312000 |
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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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