Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1479825.8348 | 1424741.1682 | 55084.6666 | 18890158.9346 | 21000462.5194 | -2110303.5848 |
Total P&L (%) | 1479.8258 | 1424.7412 | 55.0847 | 18890.1589 | 21000.4625 | -2110.3036 |
Avg Daily Profit (%) | 0.7975 | 0.7678 | 0.0297 | 0.2832 | 0.2889 | 0 |
Buy And Hold Return (%) | 7386.5817 | 7386.5817 | 7386.5817 | 7386.5817 | 7386.5817 | 7386.5817 |
Max Trade Drawdown | -78019 | -72200 | -102077 | -7704155 | -4027268 | -8866196 |
Profit Factor | 4.2817 | 9.4042 | 1.1958 | 1.7377 | 3.2788 | 0.8713 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 53.6232 | 52.9412 | 54.2857 | 53.6232 | 52.9412 | 54.2857 |
Ratio Avg Win / Avg Loss | 3.7031 | 8.3593 | 1.0069 | 1.5029 | 2.9145 | 0.7337 |
Largest Winning Trade | 570790 | 570790 | 64702 | 7616194 | 7616194 | 3190148 |
Largest Losing Trade | -60637 | -46508 | -60637 | -6924064 | -2759617 | -6924064 |
Avg Bars in Trades | 52 | 57 | 46 | 52 | 57 | 46 |
Avg Bars in Winners | 64 | 78 | 51 | 64 | 78 | 51 |
Avg Bars in Losers | 37 | 33 | 41 | 37 | 33 | 41 |
Bars Traded | 3593 | 1954 | 1639 | 3593 | 1954 | 1639 |
Profit Streak | 0 | 207.8519 | 0 | 0 | 207.8519 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -250894 | -143018 | -323656 | -96992 | 473556 | -580232 |
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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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