Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1148348.6566 | 1016969.2957 | 131379.3609 | 6912960.5773 | 3209563.7497 | 3703396.8276 |
Total P&L (%) | 1148.3487 | 1016.9693 | 131.3794 | 6912.9606 | 3209.5638 | 3703.3968 |
Avg Daily Profit (%) | 0.6168 | 0.5463 | 0.0706 | 0.2286 | 0.1881 | 0.1956 |
Buy And Hold Return (%) | 142.4049 | 142.4049 | 142.4049 | 142.4049 | 142.4049 | 142.4049 |
Max Trade Drawdown | -92758 | -41211 | -63186 | -6221132 | -3096734 | -3751356 |
Profit Factor | 3.6712 | 6.5369 | 1.5336 | 1.5255 | 1.4509 | 1.6135 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 37.7049 | 35.4839 | 40 | 37.7049 | 35.4839 | 40 |
Ratio Avg Win / Avg Loss | 6.0655 | 11.8853 | 2.3004 | 2.5204 | 2.638 | 2.4203 |
Largest Winning Trade | 674713 | 674713 | 75850 | 2928482 | 2661973 | 2928482 |
Largest Losing Trade | -36596 | -22200 | -36596 | -1664609 | -1664609 | -1259419 |
Avg Bars in Trades | 177 | 165 | 190 | 177 | 165 | 190 |
Avg Bars in Winners | 354 | 333 | 373 | 354 | 333 | 373 |
Avg Bars in Losers | 70 | 73 | 67 | 70 | 73 | 67 |
Bars Traded | 10829 | 5127 | 5702 | 10829 | 5127 | 5702 |
Profit Streak | 0 | 0 | 56.7298 | 0 | 0 | 56.7298 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152638 | 498256 | -265242 | -160203 | 157264 | 276471 |
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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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