Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1845384.3272 | 1818398.3396 | 26985.9877 | 954596.8319 | 19767.6852 | 934829.1466 |
Total P&L (%) | 1845.3843 | 1818.3983 | 26.986 | 954.5968 | 19.7677 | 934.8291 |
Avg Daily Profit (%) | 0.852 | 0.8395 | 0.0125 | 0.1088 | 0.0083 | 0.1079 |
Buy And Hold Return (%) | 340.9266 | 340.9266 | 340.9266 | 340.9266 | 340.9266 | 340.9266 |
Max Trade Drawdown | -271211 | -222079 | -50717 | -2167401 | -1909501 | -257900 |
Profit Factor | 4.19 | 5.194 | 1.1862 | 1.2066 | 1.0051 | 2.2493 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 29 | 11 | 18 | 29 | 11 | 18 |
Losing Trades | 39 | 23 | 16 | 39 | 23 | 16 |
Profitability (%) | 42.6471 | 32.3529 | 52.9412 | 42.6471 | 32.3529 | 52.9412 |
Ratio Avg Win / Avg Loss | 5.6349 | 10.8602 | 1.0544 | 1.6227 | 2.1016 | 1.9994 |
Largest Winning Trade | 1430209 | 1430209 | 22403 | 1134267 | 1134267 | 345642 |
Largest Losing Trade | -50942 | -50942 | -19120 | -749753 | -749753 | -245935 |
Avg Bars in Trades | 61 | 112 | 11 | 61 | 112 | 11 |
Avg Bars in Winners | 87 | 213 | 9 | 87 | 213 | 9 |
Avg Bars in Losers | 42 | 63 | 12 | 42 | 63 | 12 |
Bars Traded | 4192 | 3817 | 375 | 4192 | 3817 | 375 |
Profit Streak | 43.3199 | 0 | 185.8199 | 43.3199 | 0 | 185.8199 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -96730 | 473279 | -356428 | -166046 | -568160 | -46293 |
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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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