Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1247654.4246 | 1214148.2601 | 33506.1645 | 1710044.713 | 4487109.6484 | -2777064.9354 |
Total P&L (%) | 1247.6544 | 1214.1483 | 33.5062 | 1710.0447 | 4487.1096 | -2777.0649 |
Avg Daily Profit (%) | 0.6857 | 0.6673 | 0.0184 | 0.1593 | 0.2105 | 0 |
Buy And Hold Return (%) | 736.733 | 736.733 | 736.733 | 736.733 | 736.733 | 736.733 |
Max Trade Drawdown | -140622 | -130270 | -102503 | -4981782 | -3391225 | -4302182 |
Profit Factor | 3.5925 | 7.2029 | 1.1174 | 1.1293 | 1.9545 | 0.6742 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 53.2258 | 51.6129 | 54.8387 | 53.2258 | 51.6129 | 54.8387 |
Ratio Avg Win / Avg Loss | 3.1571 | 6.7527 | 0.9202 | 0.9924 | 1.8324 | 0.5553 |
Largest Winning Trade | 899019 | 899019 | 66115 | 3460826 | 3460826 | 1069806 |
Largest Losing Trade | -64845 | -30706 | -64845 | -2235177 | -1590202 | -2235177 |
Avg Bars in Trades | 55 | 52 | 57 | 55 | 52 | 57 |
Avg Bars in Winners | 61 | 57 | 64 | 61 | 57 | 64 |
Avg Bars in Losers | 48 | 47 | 49 | 48 | 47 | 49 |
Bars Traded | 3422 | 1633 | 1789 | 3422 | 1633 | 1789 |
Profit Streak | 53.6988 | 93.1988 | 53.6988 | 53.6988 | 93.1988 | 53.6988 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147077 | 433900 | -425984 | -234122 | 430624 | -579628 |
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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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