Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1334244.9392 | 1309512.2986 | 24732.6406 | 2656583.0764 | 2321862.3141 | 334720.7623 |
Total P&L (%) | 1334.2449 | 1309.5123 | 24.7326 | 2656.5831 | 2321.8623 | 334.7208 |
Avg Daily Profit (%) | 0.7339 | 0.7203 | 0.0136 | 0.1826 | 0.1755 | 0.0809 |
Buy And Hold Return (%) | 742.2091 | 742.2091 | 742.2091 | 742.2091 | 742.2091 | 742.2091 |
Max Trade Drawdown | -109850 | -53073 | -98170 | -4744665 | -3569828 | -2358904 |
Profit Factor | 3.3049 | 6.13 | 1.0764 | 1.2488 | 1.4069 | 1.0673 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 39.1304 | 38.2353 | 40 | 39.1304 | 38.2353 | 40 |
Ratio Avg Win / Avg Loss | 5.1409 | 9.9023 | 1.6146 | 1.9425 | 2.2726 | 1.601 |
Largest Winning Trade | 757238 | 757238 | 69873 | 2748443 | 2748443 | 1786730 |
Largest Losing Trade | -40356 | -28722 | -40356 | -1667250 | -1667250 | -1003891 |
Avg Bars in Trades | 75 | 81 | 69 | 75 | 81 | 69 |
Avg Bars in Winners | 123 | 129 | 117 | 123 | 129 | 117 |
Avg Bars in Losers | 44 | 52 | 36 | 44 | 52 | 36 |
Bars Traded | 5212 | 2787 | 2425 | 5212 | 2787 | 2425 |
Profit Streak | 0 | 110.2687 | 0 | 0 | 110.2687 | 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 | -99822 | 321072 | -479690 | -104330 | 109602 | -400036 |
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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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