Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1803614.5744 | 1738671.0684 | 64943.506 | 317630.6933 | -226041.5609 | 543672.2542 |
Total P&L (%) | 1803.6146 | 1738.6711 | 64.9435 | 317.6307 | -226.0416 | 543.6723 |
Avg Daily Profit (%) | 0.9749 | 0.9398 | 0.0351 | 0.0773 | 0 | 0.1007 |
Buy And Hold Return (%) | 82.3382 | 82.3382 | 82.3382 | 82.3382 | 82.3382 | 82.3382 |
Max Trade Drawdown | -118912 | -151205 | -43354 | -2145264 | -2646291 | -630863 |
Profit Factor | 4.8441 | 6.6615 | 1.4007 | 1.0509 | 0.9492 | 1.3032 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Profitability (%) | 50.7937 | 43.75 | 58.0645 | 50.7937 | 43.75 | 58.0645 |
Ratio Avg Win / Avg Loss | 4.6927 | 8.5648 | 1.0116 | 1.018 | 1.2204 | 0.9412 |
Largest Winning Trade | 1772680 | 1772680 | 38864 | 1772680 | 1772680 | 417196 |
Largest Losing Trade | -43354 | -41227 | -43354 | -940119 | -940119 | -630863 |
Avg Bars in Trades | 82 | 77 | 88 | 82 | 77 | 88 |
Avg Bars in Winners | 95 | 81 | 106 | 95 | 81 | 106 |
Avg Bars in Losers | 69 | 73 | 64 | 69 | 73 | 64 |
Bars Traded | 5225 | 2468 | 2757 | 5225 | 2468 | 2757 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -129898 | 696696 | -310072 | -407568 | -581574 | -58945 |
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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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