Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1194251.8756 | 1068563.2329 | 125688.6427 | 5096830.8685 | 1220529.8746 | 3876300.9939 |
Total P&L (%) | 1194.2519 | 1068.5632 | 125.6886 | 5096.8309 | 1220.5299 | 3876.301 |
Avg Daily Profit (%) | 0.6413 | 0.5738 | 0.0675 | 0.2124 | 0.1387 | 0.198 |
Buy And Hold Return (%) | 45.0166 | 45.0166 | 45.0166 | 45.0166 | 45.0166 | 45.0166 |
Max Trade Drawdown | -72983 | -52561 | -55645 | -3299451 | -3323842 | -1772383 |
Profit Factor | 3.1781 | 5.7355 | 1.3896 | 1.5125 | 1.1983 | 2.0229 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 52.2388 | 50 | 54.5455 | 52.2388 | 50 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.9057 | 5.7355 | 1.158 | 1.3828 | 1.1983 | 1.6858 |
Largest Winning Trade | 680206 | 680206 | 72426 | 2431190 | 2201029 | 2431190 |
Largest Losing Trade | -52584 | -31174 | -52584 | -1464298 | -1464298 | -819640 |
Avg Bars in Trades | 324 | 320 | 328 | 324 | 320 | 328 |
Avg Bars in Winners | 475 | 484 | 466 | 475 | 484 | 466 |
Avg Bars in Losers | 160 | 156 | 164 | 160 | 156 | 164 |
Bars Traded | 21751 | 10897 | 10854 | 21751 | 10897 | 10854 |
Profit Streak | 0 | 0 | 174.3173 | 0 | 0 | 174.3173 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -102826 | 703791 | -103560 | -111183 | -9935 | 496242 |
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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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