Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2126859.5554 | 2064300.9696 | 62558.5858 | 28650096.5852 | 22657349.6635 | 5992746.9217 |
Total P&L (%) | 2126.8596 | 2064.301 | 62.5586 | 28650.0966 | 22657.3497 | 5992.7469 |
Avg Daily Profit (%) | 1.1466 | 1.1128 | 0.0337 | 0.3057 | 0.293 | 0.2218 |
Buy And Hold Return (%) | 6621.0837 | 6621.0837 | 6621.0837 | 6621.0837 | 6621.0837 | 6621.0837 |
Max Trade Drawdown | -124573 | -108828 | -88297 | -5025521 | -3044102 | -5025521 |
Profit Factor | 6.4618 | 13.2813 | 1.2827 | 3.1673 | 7.2239 | 1.6256 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Profitability (%) | 47.619 | 51.6129 | 43.75 | 47.619 | 51.6129 | 43.75 |
Ratio Avg Win / Avg Loss | 7.108 | 12.4512 | 1.6491 | 3.4841 | 6.7724 | 2.0901 |
Largest Winning Trade | 1316496 | 1316496 | 65498 | 5792176 | 4668773 | 5792176 |
Largest Losing Trade | -44819 | -44819 | -34837 | -5025521 | -1197777 | -5025521 |
Avg Bars in Trades | 171 | 172 | 170 | 171 | 172 | 170 |
Avg Bars in Winners | 260 | 269 | 250 | 260 | 269 | 250 |
Avg Bars in Losers | 90 | 68 | 107 | 90 | 68 | 107 |
Bars Traded | 10793 | 5352 | 5441 | 10793 | 5352 | 5441 |
Profit Streak | 0 | 824.2324 | 0 | 0 | 824.2324 | 0 |
Trades During Streak | 0 | 10 | 0 | 0 | 10 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -295708 | -142206 | -314992 | -138863 | 584303 | -156938 |
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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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