Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1560277.4306 | 1437539.9482 | 122737.4824 | 16922154.4229 | 12533478.3318 | 4388676.0911 |
Total P&L (%) | 1560.2774 | 1437.5399 | 122.7375 | 16922.1544 | 12533.4783 | 4388.6761 |
Avg Daily Profit (%) | 0.8587 | 0.7912 | 0.0676 | 0.2831 | 0.2667 | 0.2096 |
Buy And Hold Return (%) | 771.3198 | 771.3198 | 771.3198 | 771.3198 | 771.3198 | 771.3198 |
Max Trade Drawdown | -103017 | -62330 | -86138 | -4355162 | -3353293 | -4110345 |
Profit Factor | 4.6769 | 8.8441 | 1.5091 | 2.2441 | 3.2987 | 1.5385 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 44.9275 | 44.1176 | 45.7143 | 44.9275 | 44.1176 | 45.7143 |
Ratio Avg Win / Avg Loss | 5.733 | 11.2026 | 1.7921 | 2.7508 | 4.1784 | 1.8269 |
Largest Winning Trade | 828299 | 828299 | 69969 | 4958530 | 4930428 | 4958530 |
Largest Losing Trade | -40166 | -33037 | -40166 | -3299512 | -1693127 | -3299512 |
Avg Bars in Trades | 74 | 81 | 67 | 74 | 81 | 67 |
Avg Bars in Winners | 107 | 112 | 101 | 107 | 112 | 101 |
Avg Bars in Losers | 48 | 57 | 39 | 48 | 57 | 39 |
Bars Traded | 5158 | 2781 | 2377 | 5158 | 2781 | 2377 |
Profit Streak | 0 | 16.703 | 0 | 0 | 16.703 | 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 | -94211 | 435217 | -267720 | -95230 | 474555 | 295999 |
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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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