Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1174219.367 | 1128260.0851 | 45959.2819 | 2619461.239 | 2768013.9496 | -148552.7106 |
Total P&L (%) | 1174.2194 | 1128.2601 | 45.9593 | 2619.4612 | 2768.014 | -148.5527 |
Avg Daily Profit (%) | 0.6426 | 0.6175 | 0.0252 | 0.1809 | 0.1838 | 0 |
Buy And Hold Return (%) | 753.7524 | 753.7524 | 753.7524 | 753.7524 | 753.7524 | 753.7524 |
Max Trade Drawdown | -85128 | -76262 | -64949 | -1233667 | -974338 | -864185 |
Profit Factor | 3.4313 | 5.8699 | 1.1829 | 1.4256 | 1.9095 | 0.9523 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 51.5152 | 51.5152 | 51.5152 | 51.5152 | 51.5152 | 51.5152 |
Ratio Avg Win / Avg Loss | 3.2294 | 5.5246 | 1.1133 | 1.3418 | 1.7972 | 0.8962 |
Largest Winning Trade | 611016 | 611016 | 77113 | 2091116 | 2091116 | 821489 |
Largest Losing Trade | -55598 | -55598 | -41473 | -574531 | -574531 | -498350 |
Avg Bars in Trades | 105 | 103 | 106 | 105 | 103 | 106 |
Avg Bars in Winners | 139 | 136 | 143 | 139 | 136 | 143 |
Avg Bars in Losers | 68 | 67 | 68 | 68 | 67 | 68 |
Bars Traded | 6930 | 3406 | 3524 | 6930 | 3406 | 3524 |
Profit Streak | 68.0162 | 107.0162 | 68.0162 | 68.0162 | 107.0162 | 68.0162 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -118787 | 344594 | -343657 | -121296 | 350816 | -580047 |
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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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