Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1346734.0781 | 1287195.7144 | 59538.3637 | 4221854.9666 | 5640286.0224 | -1418431.0558 |
Total P&L (%) | 1346.7341 | 1287.1957 | 59.5384 | 4221.855 | 5640.286 | -1418.4311 |
Avg Daily Profit (%) | 0.7379 | 0.7053 | 0.0326 | 0.2066 | 0.2222 | 0 |
Buy And Hold Return (%) | 709.4423 | 709.4423 | 709.4423 | 709.4423 | 709.4423 | 709.4423 |
Max Trade Drawdown | -93860 | -58267 | -55199 | -9159013 | -5978274 | -4816639 |
Profit Factor | 3.6677 | 6.6386 | 1.2153 | 1.1822 | 1.5165 | 0.8842 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 36.7647 | 38.2353 | 35.2941 | 36.7647 | 38.2353 | 35.2941 |
Ratio Avg Win / Avg Loss | 6.3084 | 10.7238 | 2.228 | 2.0334 | 2.4498 | 1.6211 |
Largest Winning Trade | 706324 | 706324 | 77816 | 7915439 | 7915439 | 2491080 |
Largest Losing Trade | -28174 | -27805 | -28174 | -1931238 | -1903049 | -1931238 |
Avg Bars in Trades | 152 | 139 | 165 | 152 | 139 | 165 |
Avg Bars in Winners | 264 | 221 | 311 | 264 | 221 | 311 |
Avg Bars in Losers | 87 | 89 | 85 | 87 | 89 | 85 |
Bars Traded | 10371 | 4757 | 5614 | 10371 | 4757 | 5614 |
Profit Streak | 0 | 113.9752 | 0 | 0 | 113.9752 | 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 | -107038 | 314258 | -320144 | -130512 | 241786 | -583736 |
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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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