Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1101916.7553 | 969914.7364 | 132002.0189 | 6586577.5801 | 5767912.2524 | 818665.3277 |
Total P&L (%) | 1101.9168 | 969.9147 | 132.002 | 6586.5776 | 5767.9123 | 818.6653 |
Avg Daily Profit (%) | 0.6061 | 0.5335 | 0.0726 | 0.2314 | 0.2242 | 0.1221 |
Buy And Hold Return (%) | 733.5667 | 733.5667 | 733.5667 | 733.5667 | 733.5667 | 733.5667 |
Max Trade Drawdown | -113784 | -100121 | -67662 | -10100017 | -10010699 | -6654690 |
Profit Factor | 3.2152 | 4.1997 | 1.6793 | 1.1779 | 1.2479 | 1.0595 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 52.2388 | 52.9412 | 51.5152 | 52.2388 | 52.9412 | 51.5152 |
Ratio Avg Win / Avg Loss | 2.9396 | 3.7331 | 1.5805 | 1.0769 | 1.1093 | 0.9972 |
Largest Winning Trade | 500574 | 500574 | 35563 | 8383680 | 8383680 | 1997378 |
Largest Losing Trade | -50195 | -47536 | -50195 | -5567629 | -5005108 | -5567629 |
Avg Bars in Trades | 50 | 74 | 26 | 50 | 74 | 26 |
Avg Bars in Winners | 51 | 61 | 40 | 51 | 61 | 40 |
Avg Bars in Losers | 50 | 88 | 12 | 50 | 88 | 12 |
Bars Traded | 3411 | 2527 | 884 | 3411 | 2527 | 884 |
Profit Streak | 47.3573 | 47.3573 | 47.8573 | 47.3573 | 47.3573 | 47.8573 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -112274 | -46520 | -257582 | -136251 | 321632 | -315058 |
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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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