Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1490726.4138 | 1437877.1985 | 52849.2153 | 2906384.0589 | 6367480.7599 | -3461096.701 |
Total P&L (%) | 1490.7264 | 1437.8772 | 52.8492 | 2906.3841 | 6367.4808 | -3461.0967 |
Avg Daily Profit (%) | 0.8221 | 0.7929 | 0.0291 | 0.1879 | 0.2302 | 0 |
Buy And Hold Return (%) | 702.4691 | 702.4691 | 702.4691 | 702.4691 | 702.4691 | 702.4691 |
Max Trade Drawdown | -124767 | -71161 | -87106 | -4251984 | -2508150 | -4940304 |
Profit Factor | 4.6569 | 7.9243 | 1.2643 | 1.228 | 2.2185 | 0.5397 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 23 | 10 | 13 | 23 | 10 | 13 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 37.0968 | 32.2581 | 41.9355 | 37.0968 | 32.2581 | 41.9355 |
Ratio Avg Win / Avg Loss | 7.8965 | 16.6409 | 1.7505 | 2.0823 | 4.6587 | 0.7473 |
Largest Winning Trade | 839051 | 839051 | 79688 | 4834002 | 4834002 | 1205807 |
Largest Losing Trade | -51480 | -41783 | -51480 | -2731459 | -1611046 | -2731459 |
Avg Bars in Trades | 79 | 90 | 68 | 79 | 90 | 68 |
Avg Bars in Winners | 112 | 120 | 106 | 112 | 120 | 106 |
Avg Bars in Losers | 60 | 76 | 41 | 60 | 76 | 41 |
Bars Traded | 4951 | 2818 | 2133 | 4951 | 2818 | 2133 |
Profit Streak | 0 | 78.3588 | 0 | 0 | 78.3588 | 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 | -149141 | 312333 | -321923 | -157206 | 220890 | -583954 |
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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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