Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1125416.3593 | 1037168.9862 | 88247.3731 | 15271049.2948 | 11131494.7657 | 4139554.5291 |
Total P&L (%) | 1125.4164 | 1037.169 | 88.2474 | 15271.0493 | 11131.4948 | 4139.5545 |
Avg Daily Profit (%) | 0.5403 | 0.4979 | 0.0424 | 0.242 | 0.2269 | 0.1801 |
Buy And Hold Return (%) | 1568.6404 | 1568.6404 | 1568.6404 | 1568.6404 | 1568.6404 | 1568.6404 |
Max Trade Drawdown | -45728 | -28805 | -29538 | -3027872 | -2473687 | -1990417 |
Profit Factor | 5.5682 | 11.3867 | 1.6024 | 2.5975 | 3.4585 | 1.8227 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Profitability (%) | 58.209 | 60.6061 | 55.8824 | 58.209 | 60.6061 | 55.8824 |
Ratio Avg Win / Avg Loss | 3.9977 | 7.4014 | 1.265 | 1.8648 | 2.248 | 1.439 |
Largest Winning Trade | 696491 | 696491 | 59642 | 4333544 | 4333544 | 3507728 |
Largest Losing Trade | -31205 | -25930 | -31205 | -2313675 | -2313675 | -1129195 |
Avg Bars in Trades | 346 | 493 | 204 | 346 | 493 | 204 |
Avg Bars in Winners | 495 | 716 | 263 | 495 | 716 | 263 |
Avg Bars in Losers | 138 | 149 | 129 | 138 | 149 | 129 |
Bars Traded | 23219 | 16277 | 6942 | 23219 | 16277 | 6942 |
Profit Streak | 0 | 232.5075 | 0 | 0 | 232.5075 | 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 | -266555 | -144342 | -299427 | -106585 | 619408 | 270987 |
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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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