Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1745188.3994 | 1595908.2089 | 149280.1905 | 12910672.2166 | 7703105.4278 | 5207566.7888 |
Total P&L (%) | 1745.1884 | 1595.9082 | 149.2802 | 12910.6722 | 7703.1054 | 5207.5668 |
Avg Daily Profit (%) | 0.9582 | 0.8762 | 0.082 | 0.2677 | 0.2395 | 0.2183 |
Buy And Hold Return (%) | 700.2703 | 700.2703 | 700.2703 | 700.2703 | 700.2703 | 700.2703 |
Max Trade Drawdown | -69445 | -103155 | -35377 | -10566454 | -7428493 | -5856441 |
Profit Factor | 4.4938 | 6.0648 | 1.8095 | 1.3437 | 1.3523 | 1.3316 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 70 | 31 | 39 | 70 | 31 | 39 |
Losing Trades | 69 | 38 | 31 | 69 | 38 | 31 |
Profitability (%) | 50.3597 | 44.9275 | 55.7143 | 50.3597 | 44.9275 | 55.7143 |
Ratio Avg Win / Avg Loss | 4.4296 | 7.4343 | 1.4383 | 1.3245 | 1.6576 | 1.0585 |
Largest Winning Trade | 966923 | 966923 | 43825 | 7414680 | 7414680 | 6418890 |
Largest Losing Trade | -63304 | -63304 | -31504 | -5658740 | -5658740 | -5334951 |
Avg Bars in Trades | 36 | 44 | 29 | 36 | 44 | 29 |
Avg Bars in Winners | 49 | 66 | 36 | 49 | 66 | 36 |
Avg Bars in Losers | 23 | 26 | 20 | 23 | 26 | 20 |
Bars Traded | 5132 | 3093 | 2039 | 5132 | 3093 | 2039 |
Profit Streak | 0 | 87.5794 | 0 | 0 | 87.5794 | 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 | 631219 | -86238 | -340141 | 337726 | -93080 | -84690 |
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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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