Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1867774.6371 | 1695819.5872 | 171955.0499 | 14553461.9393 | 12457534.8693 | 2095927.07 |
Total P&L (%) | 1867.7746 | 1695.8196 | 171.9551 | 14553.4619 | 12457.5349 | 2095.9271 |
Avg Daily Profit (%) | 1.0069 | 0.9142 | 0.0927 | 0.2692 | 0.2609 | 0.1667 |
Buy And Hold Return (%) | 27.218 | 27.218 | 27.218 | 27.218 | 27.218 | 27.218 |
Max Trade Drawdown | -100453 | -60623 | -74593 | -14602703 | -7420765 | -9891953 |
Profit Factor | 6.529 | 10.3392 | 2.1006 | 1.3937 | 1.6043 | 1.1282 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 43.5484 | 41.9355 | 45.1613 | 43.5484 | 41.9355 | 45.1613 |
Ratio Avg Win / Avg Loss | 8.4635 | 14.3158 | 2.5508 | 1.8066 | 2.2213 | 1.3699 |
Largest Winning Trade | 1412371 | 1412371 | 77072 | 14397786 | 14397786 | 9150072 |
Largest Losing Trade | -36588 | -25937 | -36588 | -2893643 | -2893643 | -2888586 |
Avg Bars in Trades | 82 | 81 | 82 | 82 | 81 | 82 |
Avg Bars in Winners | 159 | 165 | 153 | 159 | 165 | 153 |
Avg Bars in Losers | 22 | 20 | 24 | 22 | 20 | 24 |
Bars Traded | 5085 | 2525 | 2560 | 5085 | 2525 | 2560 |
Profit Streak | 55.9294 | 62.9294 | 0 | 55.9294 | 62.9294 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -138851 | 690356 | -67591 | -150328 | 323200 | -73701 |
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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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