Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1423128.3454 | 1305884.0129 | 117244.3325 | 14230124.1985 | 9955699.9097 | 4274424.2888 |
Total P&L (%) | 1423.1283 | 1305.884 | 117.2443 | 14230.1242 | 9955.6999 | 4274.4243 |
Avg Daily Profit (%) | 0.7841 | 0.7195 | 0.0646 | 0.2739 | 0.2544 | 0.2084 |
Buy And Hold Return (%) | 752.1516 | 752.1516 | 752.1516 | 752.1516 | 752.1516 | 752.1516 |
Max Trade Drawdown | -80902 | -63008 | -66008 | -1309502 | -1055404 | -1246970 |
Profit Factor | 4.8214 | 9.7381 | 1.5258 | 3.3524 | 5.1943 | 2.1629 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 53.8462 | 53.125 | 54.5455 | 53.8462 | 53.125 | 54.5455 |
Ratio Avg Win / Avg Loss | 4.1326 | 8.5924 | 1.2715 | 2.8735 | 4.5832 | 1.8024 |
Largest Winning Trade | 652640 | 652640 | 74355 | 3934013 | 3260121 | 3934013 |
Largest Losing Trade | -45326 | -24945 | -45326 | -1246970 | -614975 | -1246970 |
Avg Bars in Trades | 162 | 151 | 172 | 162 | 151 | 172 |
Avg Bars in Winners | 242 | 235 | 248 | 242 | 235 | 248 |
Avg Bars in Losers | 69 | 55 | 82 | 69 | 55 | 82 |
Bars Traded | 10544 | 4840 | 5704 | 10544 | 4840 | 5704 |
Profit Streak | 0 | 405.7501 | 0 | 0 | 405.7501 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -122415 | 507916 | -270426 | -120421 | 654839 | 428774 |
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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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