Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1342699.6324 | 1270787.036 | 71912.5964 | 7464959.2195 | 7210405.7073 | 254553.5123 |
Total P&L (%) | 1342.6996 | 1270.787 | 71.9126 | 7464.9592 | 7210.4057 | 254.5535 |
Avg Daily Profit (%) | 0.7309 | 0.6918 | 0.0391 | 0.2358 | 0.2339 | 0.0689 |
Buy And Hold Return (%) | 749.811 | 749.811 | 749.811 | 749.811 | 749.811 | 749.811 |
Max Trade Drawdown | -105947 | -77528 | -73650 | -1791782 | -897532 | -1588229 |
Profit Factor | 4.2256 | 8.204 | 1.2998 | 2.0892 | 3.7842 | 1.0597 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 22 | 11 | 11 | 22 | 11 | 11 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 35.4839 | 35.4839 | 35.4839 | 35.4839 | 35.4839 | 35.4839 |
Ratio Avg Win / Avg Loss | 7.6829 | 14.9164 | 2.3633 | 3.7986 | 6.8803 | 1.9267 |
Largest Winning Trade | 610738 | 610738 | 77643 | 2809555 | 2809555 | 2114052 |
Largest Losing Trade | -49046 | -27407 | -49046 | -619238 | -619238 | -553390 |
Avg Bars in Trades | 83 | 92 | 74 | 83 | 92 | 74 |
Avg Bars in Winners | 161 | 177 | 146 | 161 | 177 | 146 |
Avg Bars in Losers | 40 | 46 | 35 | 40 | 46 | 35 |
Bars Traded | 5199 | 2878 | 2321 | 5199 | 2878 | 2321 |
Profit Streak | 0 | 111.1633 | 0 | 0 | 111.1633 | 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 | -152904 | 256266 | -310879 | -152106 | 378133 | -426113 |
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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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