Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1313814.431 | 1242606.4535 | 71207.9775 | 5124208.5617 | 4182495.3812 | 941713.1805 |
Total P&L (%) | 1313.8144 | 1242.6065 | 71.208 | 5124.2086 | 4182.4954 | 941.7132 |
Avg Daily Profit (%) | 0.7229 | 0.6837 | 0.0392 | 0.2179 | 0.2069 | 0.129 |
Buy And Hold Return (%) | 607.5699 | 607.5699 | 607.5699 | 607.5699 | 607.5699 | 607.5699 |
Max Trade Drawdown | -106074 | -65291 | -60309 | -5101671 | -3685420 | -2784491 |
Profit Factor | 3.8179 | 6.5181 | 1.2954 | 1.3377 | 1.5254 | 1.1306 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 38.4615 | 37.5 | 39.3939 | 38.4615 | 37.5 | 39.3939 |
Ratio Avg Win / Avg Loss | 6.1086 | 10.8634 | 1.9929 | 2.1404 | 2.5423 | 1.7394 |
Largest Winning Trade | 658621 | 658621 | 76918 | 4597912 | 4597912 | 2553995 |
Largest Losing Trade | -25251 | -25251 | -25091 | -1908113 | -1908113 | -906920 |
Avg Bars in Trades | 107 | 96 | 118 | 107 | 96 | 118 |
Avg Bars in Winners | 186 | 160 | 210 | 186 | 160 | 210 |
Avg Bars in Losers | 58 | 58 | 58 | 58 | 58 | 58 |
Bars Traded | 7002 | 3100 | 3902 | 7002 | 3100 | 3902 |
Profit Streak | 0 | 105.7197 | 0 | 0 | 105.7197 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -127136 | 352097 | -309327 | -131148 | 225348 | -110176 |
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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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