Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1490159.4461 | 1469934.2281 | 20225.218 | 1188868.9813 | 1480742.6447 | -291873.6634 |
Total P&L (%) | 1490.1594 | 1469.9342 | 20.2252 | 1188.869 | 1480.7426 | -291.8737 |
Avg Daily Profit (%) | 0.8218 | 0.8107 | 0.0112 | 0.1411 | 0.1524 | 0 |
Buy And Hold Return (%) | 628.9798 | 628.9798 | 628.9798 | 628.9798 | 628.9798 | 628.9798 |
Max Trade Drawdown | -199496 | -117414 | -89661 | -941969 | -642716 | -607003 |
Profit Factor | 3.9022 | 6.7997 | 1.0778 | 1.3944 | 2.0121 | 0.8119 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 24 | 10 | 14 | 24 | 10 | 14 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 38.7097 | 32.2581 | 45.1613 | 38.7097 | 32.2581 | 45.1613 |
Ratio Avg Win / Avg Loss | 6.1785 | 14.2793 | 1.3087 | 2.2078 | 4.2254 | 0.9859 |
Largest Winning Trade | 1067165 | 1067165 | 68986 | 932867 | 932867 | 373533 |
Largest Losing Trade | -50276 | -50276 | -46298 | -516792 | -516792 | -292803 |
Avg Bars in Trades | 112 | 92 | 132 | 112 | 92 | 132 |
Avg Bars in Winners | 199 | 195 | 202 | 199 | 195 | 202 |
Avg Bars in Losers | 57 | 43 | 75 | 57 | 43 | 75 |
Bars Traded | 6983 | 2870 | 4113 | 6983 | 2870 | 4113 |
Profit Streak | 57.1384 | 99.1384 | 57.1384 | 57.1384 | 99.1384 | 57.1384 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146441 | 384544 | -480033 | -172319 | 19691 | -582138 |
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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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