Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1032926.8896 | 921464.0062 | 111462.8834 | 9483049.7594 | 5394548.8487 | 4088500.9107 |
Total P&L (%) | 1032.9269 | 921.464 | 111.4629 | 9483.0498 | 5394.5488 | 4088.5009 |
Avg Daily Profit (%) | 0.567 | 0.5058 | 0.0612 | 0.2508 | 0.2202 | 0.2052 |
Buy And Hold Return (%) | 645.761 | 645.761 | 645.761 | 645.761 | 645.761 | 645.761 |
Max Trade Drawdown | -90010 | -94515 | -53390 | -9755009 | -5893466 | -5255028 |
Profit Factor | 3.0893 | 4.6912 | 1.4554 | 1.3527 | 1.3676 | 1.3347 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 49.2063 | 48.3871 | 50 | 49.2063 | 48.3871 | 50 |
Ratio Avg Win / Avg Loss | 3.1889 | 5.0039 | 1.4554 | 1.3963 | 1.4588 | 1.3347 |
Largest Winning Trade | 298341 | 298341 | 65519 | 5271303 | 4361734 | 5271303 |
Largest Losing Trade | -40659 | -40659 | -31360 | -3272847 | -3272847 | -2743336 |
Avg Bars in Trades | 109 | 95 | 122 | 109 | 95 | 122 |
Avg Bars in Winners | 150 | 124 | 174 | 150 | 124 | 174 |
Avg Bars in Losers | 69 | 68 | 70 | 69 | 68 | 70 |
Bars Traded | 6896 | 2971 | 3925 | 6896 | 2971 | 3925 |
Profit Streak | 0 | 162.15 | 0 | 0 | 162.15 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143790 | -14432 | -276002 | -142431 | 324203 | 284402 |
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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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