Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1535709.7766 | 1486655.4164 | 49054.3603 | 1360486.3828 | 760560.1482 | 599926.2346 |
Total P&L (%) | 1535.7098 | 1486.6554 | 49.0544 | 1360.4864 | 760.5601 | 599.9262 |
Avg Daily Profit (%) | 0.8457 | 0.8186 | 0.027 | 0.1478 | 0.1186 | 0.1072 |
Buy And Hold Return (%) | 637.8264 | 637.8264 | 637.8264 | 637.8264 | 637.8264 | 637.8264 |
Max Trade Drawdown | -104012 | -123684 | -16928 | -1801344 | -1946141 | -200618 |
Profit Factor | 4.7366 | 5.2811 | 1.7697 | 1.2528 | 1.1616 | 1.8878 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 47.541 | 40 | 54.8387 | 47.541 | 40 | 54.8387 |
Ratio Avg Win / Avg Loss | 5.2266 | 7.9217 | 1.4574 | 1.3824 | 1.7424 | 1.5547 |
Largest Winning Trade | 799975 | 799975 | 27276 | 1591325 | 1591325 | 395892 |
Largest Losing Trade | -67252 | -67252 | -12562 | -1498856 | -1498856 | -196363 |
Avg Bars in Trades | 110 | 216 | 7 | 110 | 216 | 7 |
Avg Bars in Winners | 121 | 280 | 9 | 121 | 280 | 9 |
Avg Bars in Losers | 100 | 173 | 6 | 100 | 173 | 6 |
Bars Traded | 6742 | 6497 | 245 | 6742 | 6497 | 245 |
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 | -150319 | 452283 | -319458 | -168538 | -185782 | -210778 |
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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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