Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1150676.8638 | 1103735.1601 | 46941.7038 | 2777661.3267 | 4436717.1687 | -1659055.842 |
Total P&L (%) | 1150.6769 | 1103.7352 | 46.9417 | 2777.6613 | 4436.7172 | -1659.0558 |
Avg Daily Profit (%) | 0.6335 | 0.6077 | 0.0258 | 0.1851 | 0.2102 | 0 |
Buy And Hold Return (%) | 634.7817 | 634.7817 | 634.7817 | 634.7817 | 634.7817 | 634.7817 |
Max Trade Drawdown | -106627 | -65159 | -62739 | -5060604 | -2868475 | -2548160 |
Profit Factor | 3.6385 | 6.3002 | 1.206 | 1.228 | 1.7175 | 0.7235 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 53.2258 | 54.8387 | 51.6129 | 53.2258 | 54.8387 | 51.6129 |
Ratio Avg Win / Avg Loss | 3.1975 | 5.1884 | 1.1306 | 1.0791 | 1.4144 | 0.6782 |
Largest Winning Trade | 567087 | 567087 | 74679 | 4774198 | 4774198 | 1399284 |
Largest Losing Trade | -49994 | -49994 | -46117 | -1656804 | -1656804 | -1598489 |
Avg Bars in Trades | 84 | 81 | 88 | 84 | 81 | 88 |
Avg Bars in Winners | 97 | 84 | 110 | 97 | 84 | 110 |
Avg Bars in Losers | 70 | 77 | 64 | 70 | 77 | 64 |
Bars Traded | 5255 | 2521 | 2734 | 5255 | 2521 | 2734 |
Profit Streak | 6.9958 | 25.6624 | 0 | 6.9958 | 25.6624 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146995 | 469016 | -324446 | -151731 | 427334 | -580608 |
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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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