Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1135247.1913 | 1085722.1677 | 49525.0236 | 2732115.4732 | 2932741.1488 | -200625.6756 |
Total P&L (%) | 1135.2472 | 1085.7222 | 49.525 | 2732.1155 | 2932.7411 | -200.6257 |
Avg Daily Profit (%) | 0.6257 | 0.5984 | 0.0273 | 0.1844 | 0.1882 | 0 |
Buy And Hold Return (%) | 575.5594 | 575.5594 | 575.5594 | 575.5594 | 575.5594 | 575.5594 |
Max Trade Drawdown | -75689 | -73527 | -58025 | -1791284 | -1318488 | -1158405 |
Profit Factor | 3.3943 | 5.673 | 1.2048 | 1.3854 | 1.8266 | 0.9434 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Profitability (%) | 53.0303 | 45.4545 | 60.6061 | 53.0303 | 45.4545 | 60.6061 |
Ratio Avg Win / Avg Loss | 3.0063 | 6.8076 | 0.7831 | 1.227 | 2.1919 | 0.6132 |
Largest Winning Trade | 556287 | 556287 | 75995 | 2689658 | 2689658 | 935042 |
Largest Losing Trade | -55598 | -55598 | -42271 | -784021 | -709733 | -784021 |
Avg Bars in Trades | 106 | 104 | 109 | 106 | 104 | 109 |
Avg Bars in Winners | 130 | 127 | 132 | 130 | 127 | 132 |
Avg Bars in Losers | 80 | 84 | 73 | 80 | 84 | 73 |
Bars Traded | 7046 | 3443 | 3603 | 7046 | 3443 | 3603 |
Profit Streak | 55.363 | 94.113 | 55.363 | 55.363 | 94.113 | 55.363 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -116030 | 390650 | -322444 | -120172 | 320387 | -578866 |
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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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