Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1289360.9939 | 1229966.7461 | 59394.2478 | 3277197.888 | 2451168.8853 | 826029.0026 |
Total P&L (%) | 1289.361 | 1229.9667 | 59.3942 | 3277.1979 | 2451.1689 | 826.029 |
Avg Daily Profit (%) | 0.7057 | 0.6732 | 0.0325 | 0.1928 | 0.1775 | 0.1219 |
Buy And Hold Return (%) | 671.3179 | 671.3179 | 671.3179 | 671.3179 | 671.3179 | 671.3179 |
Max Trade Drawdown | -109560 | -80847 | -73940 | -4027165 | -2388988 | -2204456 |
Profit Factor | 3.2816 | 5.6477 | 1.1977 | 1.2995 | 1.4663 | 1.1453 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 42.6471 | 38.2353 | 47.0588 | 42.6471 | 38.2353 | 47.0588 |
Ratio Avg Win / Avg Loss | 4.4131 | 9.1232 | 1.3474 | 1.7476 | 2.3687 | 1.2885 |
Largest Winning Trade | 696709 | 696709 | 71402 | 2260018 | 1990820 | 2260018 |
Largest Losing Trade | -40166 | -23739 | -40166 | -1637099 | -1393614 | -1637099 |
Avg Bars in Trades | 52 | 55 | 48 | 52 | 55 | 48 |
Avg Bars in Winners | 77 | 79 | 75 | 77 | 79 | 75 |
Avg Bars in Losers | 33 | 40 | 25 | 33 | 40 | 25 |
Bars Traded | 3558 | 1894 | 1664 | 3558 | 1894 | 1664 |
Profit Streak | 0 | 138.1103 | 0 | 0 | 138.1103 | 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 | -105421 | 313659 | -319496 | -108906 | 140132 | -185798 |
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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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