Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1781896.1322 | 1698777.6655 | 83118.4666 | 2214934.3154 | 1397355.6652 | 817578.6501 |
Total P&L (%) | 1781.8961 | 1698.7777 | 83.1185 | 2214.9343 | 1397.3557 | 817.5787 |
Avg Daily Profit (%) | 0.9597 | 0.915 | 0.0448 | 0.1694 | 0.1459 | 0.1195 |
Buy And Hold Return (%) | 134.5558 | 134.5558 | 134.5558 | 134.5558 | 134.5558 | 134.5558 |
Max Trade Drawdown | -139834 | -71399 | -94137 | -1586008 | -982015 | -1033952 |
Profit Factor | 5.096 | 9.5104 | 1.3531 | 1.4357 | 1.5228 | 1.3392 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 23 | 10 | 13 | 23 | 10 | 13 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 37.0968 | 32.2581 | 41.9355 | 37.0968 | 32.2581 | 41.9355 |
Ratio Avg Win / Avg Loss | 8.6411 | 19.9718 | 1.8735 | 2.4345 | 3.1979 | 1.8543 |
Largest Winning Trade | 1543806 | 1543806 | 74629 | 1254344 | 1254344 | 1070271 |
Largest Losing Trade | -51174 | -28697 | -51174 | -504891 | -408484 | -504891 |
Avg Bars in Trades | 86 | 80 | 93 | 86 | 80 | 93 |
Avg Bars in Winners | 180 | 183 | 179 | 180 | 183 | 179 |
Avg Bars in Losers | 31 | 31 | 31 | 31 | 31 | 31 |
Bars Traded | 5388 | 2498 | 2890 | 5388 | 2498 | 2890 |
Profit Streak | 0 | 0 | 148.7437 | 0 | 0 | 148.7437 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -142625 | 534759 | -299199 | -153995 | -2284 | -34122 |
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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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