Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1265361.824 | 1235929.5922 | 29432.2318 | 1826524.2311 | 2538683.4409 | -712159.2097 |
Total P&L (%) | 1265.3618 | 1235.9296 | 29.4322 | 1826.5242 | 2538.6834 | -712.1592 |
Avg Daily Profit (%) | 0.6963 | 0.6801 | 0.0162 | 0.1629 | 0.1803 | 0 |
Buy And Hold Return (%) | 623.1985 | 623.1985 | 623.1985 | 623.1985 | 623.1985 | 623.1985 |
Max Trade Drawdown | -117116 | -73303 | -77811 | -4749898 | -2880791 | -2430025 |
Profit Factor | 3.3803 | 5.7068 | 1.1094 | 1.1826 | 1.5178 | 0.8604 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 38.806 | 36.3636 | 41.1765 | 38.806 | 36.3636 | 41.1765 |
Ratio Avg Win / Avg Loss | 5.3304 | 9.987 | 1.5849 | 1.8649 | 2.6561 | 1.2291 |
Largest Winning Trade | 681558 | 681558 | 74217 | 2784969 | 2784969 | 1046436 |
Largest Losing Trade | -37323 | -21456 | -37323 | -1114937 | -1114937 | -893763 |
Avg Bars in Trades | 78 | 72 | 83 | 78 | 72 | 83 |
Avg Bars in Winners | 133 | 120 | 143 | 133 | 120 | 143 |
Avg Bars in Losers | 43 | 45 | 41 | 43 | 45 | 41 |
Bars Traded | 5248 | 2404 | 2844 | 5248 | 2404 | 2844 |
Profit Streak | 0 | 105.9514 | 0 | 0 | 105.9514 | 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 | -113573 | 312732 | -439509 | -139647 | 124973 | -582559 |
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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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