Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1540913.6465 | 1494047.7392 | 46865.9073 | 1619365.7884 | 1242640.4018 | 376725.3866 |
Total P&L (%) | 1540.9136 | 1494.0477 | 46.8659 | 1619.3658 | 1242.6404 | 376.7254 |
Avg Daily Profit (%) | 0.8485 | 0.8227 | 0.0258 | 0.1568 | 0.1431 | 0.086 |
Buy And Hold Return (%) | 594.4147 | 594.4147 | 594.4147 | 594.4147 | 594.4147 | 594.4147 |
Max Trade Drawdown | -87061 | -87678 | -28893 | -3109463 | -2847298 | -726952 |
Profit Factor | 4.1333 | 4.6082 | 1.603 | 1.1777 | 1.1591 | 1.2891 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
Losing Trades | 28 | 17 | 11 | 28 | 17 | 11 |
Profitability (%) | 55.5556 | 45.1613 | 65.625 | 55.5556 | 45.1613 | 65.625 |
Ratio Avg Win / Avg Loss | 3.3066 | 5.5957 | 0.8397 | 0.9422 | 1.4075 | 0.6753 |
Largest Winning Trade | 789422 | 789422 | 20450 | 2132943 | 2132943 | 413468 |
Largest Losing Trade | -56597 | -56597 | -22692 | -1633949 | -1633949 | -620479 |
Avg Bars in Trades | 55 | 107 | 4 | 55 | 107 | 4 |
Avg Bars in Winners | 50 | 116 | 5 | 50 | 116 | 5 |
Avg Bars in Losers | 61 | 98 | 3 | 61 | 98 | 3 |
Bars Traded | 3471 | 3317 | 154 | 3471 | 3317 | 154 |
Profit Streak | 0 | 84.4913 | 0 | 0 | 84.4913 | 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 | -133385 | 568301 | -321647 | -172691 | -54716 | -243245 |
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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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