Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1488643.4504 | 1412836.617 | 75806.8335 | 5347527.2882 | 4877566.7287 | 469960.5595 |
Total P&L (%) | 1488.6435 | 1412.8366 | 75.8068 | 5347.5273 | 4877.5667 | 469.9606 |
Avg Daily Profit (%) | 0.8188 | 0.7771 | 0.0417 | 0.2201 | 0.2152 | 0.0958 |
Buy And Hold Return (%) | 596.5313 | 596.5313 | 596.5313 | 596.5313 | 596.5313 | 596.5313 |
Max Trade Drawdown | -179752 | -77536 | -112575 | -2059136 | -675824 | -1536331 |
Profit Factor | 4.2159 | 7.1244 | 1.3265 | 1.9007 | 3.3114 | 1.1228 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 43.9394 | 42.4242 | 45.4545 | 43.9394 | 42.4242 | 45.4545 |
Ratio Avg Win / Avg Loss | 5.3789 | 9.6688 | 1.5917 | 2.425 | 4.4941 | 1.3474 |
Largest Winning Trade | 777792 | 777792 | 75954 | 2052267 | 1903757 | 2052267 |
Largest Losing Trade | -36776 | -33913 | -36776 | -975385 | -356227 | -975385 |
Avg Bars in Trades | 78 | 71 | 85 | 78 | 71 | 85 |
Avg Bars in Winners | 131 | 124 | 137 | 131 | 124 | 137 |
Avg Bars in Losers | 37 | 33 | 41 | 37 | 33 | 41 |
Bars Traded | 5181 | 2365 | 2816 | 5181 | 2365 | 2816 |
Profit Streak | 0 | 102.6305 | 0 | 0 | 102.6305 | 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 | -114317 | 527609 | -303422 | -119316 | 435171 | -318123 |
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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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