Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1235708.5637 | 1193537.8978 | 42170.6659 | 2438914.9392 | 1739040.5797 | 699874.3594 |
Total P&L (%) | 1235.7086 | 1193.5379 | 42.1707 | 2438.9149 | 1739.0406 | 699.8744 |
Avg Daily Profit (%) | 0.6799 | 0.6567 | 0.0232 | 0.1781 | 0.1603 | 0.1145 |
Buy And Hold Return (%) | 596.2276 | 596.2276 | 596.2276 | 596.2276 | 596.2276 | 596.2276 |
Max Trade Drawdown | -102202 | -63698 | -81012 | -1640547 | -1276443 | -883140 |
Profit Factor | 3.6376 | 5.7338 | 1.1949 | 1.5543 | 1.7009 | 1.3647 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Losing Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Profitability (%) | 46.2687 | 51.5152 | 41.1765 | 46.2687 | 51.5152 | 41.1765 |
Ratio Avg Win / Avg Loss | 4.2243 | 5.3965 | 1.707 | 1.805 | 1.6008 | 1.9496 |
Largest Winning Trade | 702492 | 702492 | 78094 | 1713743 | 1713743 | 885313 |
Largest Losing Trade | -33785 | -33785 | -27251 | -734546 | -734546 | -358672 |
Avg Bars in Trades | 153 | 209 | 97 | 153 | 209 | 97 |
Avg Bars in Winners | 219 | 260 | 170 | 219 | 260 | 170 |
Avg Bars in Losers | 95 | 156 | 47 | 95 | 156 | 47 |
Bars Traded | 10251 | 6926 | 3325 | 10251 | 6926 | 3325 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -110198 | 488483 | -336112 | -114270 | 284696 | -153317 |
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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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