Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1202109.3992 | 1155483.949 | 46625.4503 | 3566490.3107 | 2799131.6765 | 767358.6342 |
Total P&L (%) | 1202.1094 | 1155.4839 | 46.6255 | 3566.4903 | 2799.1317 | 767.3586 |
Avg Daily Profit (%) | 0.5561 | 0.5345 | 0.0216 | 0.1668 | 0.1559 | 0.1 |
Buy And Hold Return (%) | 395.0658 | 395.0658 | 395.0658 | 395.0658 | 395.0658 | 395.0658 |
Max Trade Drawdown | -129002 | -136757 | -18776 | -7149621 | -6926806 | -1193734 |
Profit Factor | 3.7414 | 4.0455 | 1.789 | 1.2372 | 1.213 | 1.4047 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 52.2388 | 48.4848 | 55.8824 | 52.2388 | 48.4848 | 55.8824 |
Ratio Avg Win / Avg Loss | 3.4207 | 4.2983 | 1.4124 | 1.1311 | 1.2888 | 1.109 |
Largest Winning Trade | 647274 | 647274 | 21509 | 6833412 | 6833412 | 501003 |
Largest Losing Trade | -41701 | -41701 | -11869 | -3002571 | -3002571 | -663247 |
Avg Bars in Trades | 112 | 221 | 7 | 112 | 221 | 7 |
Avg Bars in Winners | 140 | 300 | 5 | 140 | 300 | 5 |
Avg Bars in Losers | 82 | 147 | 9 | 82 | 147 | 9 |
Bars Traded | 7568 | 7317 | 251 | 7568 | 7317 | 251 |
Profit Streak | 0 | 172.6399 | 0 | 0 | 172.6399 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -105829 | 532149 | -326521 | -113256 | 258515 | -64606 |
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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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