Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1298339.7705 | 1163895.1234 | 134444.6471 | 8142710.7968 | 6836757.4219 | 1305953.3749 |
Total P&L (%) | 1298.3398 | 1163.8951 | 134.4446 | 8142.7108 | 6836.7574 | 1305.9534 |
Avg Daily Profit (%) | 0.593 | 0.5316 | 0.0614 | 0.2017 | 0.1938 | 0.1208 |
Buy And Hold Return (%) | 530.2445 | 530.2445 | 530.2445 | 530.2445 | 530.2445 | 530.2445 |
Max Trade Drawdown | -102536 | -60332 | -91623 | -2243935 | -1363854 | -1408744 |
Profit Factor | 3.9366 | 6.5737 | 1.5763 | 2.2603 | 3.0089 | 1.4271 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 34 | 13 | 21 | 34 | 13 | 21 |
Losing Trades | 36 | 22 | 14 | 36 | 22 | 14 |
Profitability (%) | 48.5714 | 37.1429 | 60 | 48.5714 | 37.1429 | 60 |
Ratio Avg Win / Avg Loss | 4.1682 | 11.1247 | 1.0508 | 2.3932 | 5.092 | 0.9514 |
Largest Winning Trade | 554448 | 554448 | 64963 | 4116147 | 4116147 | 849000 |
Largest Losing Trade | -78052 | -30495 | -78052 | -1067849 | -728424 | -1067849 |
Avg Bars in Trades | 91 | 82 | 101 | 91 | 82 | 101 |
Avg Bars in Winners | 130 | 140 | 125 | 130 | 140 | 125 |
Avg Bars in Losers | 54 | 48 | 65 | 54 | 48 | 65 |
Bars Traded | 6423 | 2878 | 3545 | 6423 | 2878 | 3545 |
Profit Streak | 119.9654 | 119.9654 | 154.9654 | 119.9654 | 119.9654 | 154.9654 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -83467 | 337203 | -272682 | -85626 | 334347 | -33669 |
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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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