Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1014962.9048 | 989392.1656 | 25570.7392 | 1207200.5164 | 1239436.8766 | -32236.3602 |
Total P&L (%) | 1014.9629 | 989.3922 | 25.5707 | 1207.2005 | 1239.4369 | -32.2364 |
Avg Daily Profit (%) | 0.5598 | 0.5457 | 0.0141 | 0.1419 | 0.1432 | -0.0215 |
Buy And Hold Return (%) | 595.9485 | 595.9485 | 595.9485 | 595.9485 | 595.9485 | 595.9485 |
Max Trade Drawdown | -93722 | -92505 | -67438 | -846938 | -497368 | -828318 |
Profit Factor | 3.2258 | 5.2011 | 1.116 | 1.422 | 1.8249 | 0.9763 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 49.2537 | 51.5152 | 47.0588 | 49.2537 | 51.5152 | 47.0588 |
Ratio Avg Win / Avg Loss | 3.3235 | 4.8951 | 1.2555 | 1.4651 | 1.7175 | 1.0983 |
Largest Winning Trade | 523437 | 523437 | 70913 | 1006795 | 1006795 | 444853 |
Largest Losing Trade | -52893 | -33570 | -52893 | -440217 | -293477 | -440217 |
Avg Bars in Trades | 49 | 51 | 47 | 49 | 51 | 47 |
Avg Bars in Winners | 61 | 51 | 73 | 61 | 51 | 73 |
Avg Bars in Losers | 37 | 51 | 25 | 37 | 51 | 25 |
Bars Traded | 3323 | 1701 | 1622 | 3323 | 1701 | 1622 |
Profit Streak | 77.0478 | 0 | 244.5478 | 77.0478 | 0 | 244.5478 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -112321 | 358285 | -432926 | -129835 | -4144 | -579300 |
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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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