Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 6391661.1194 | 6341650.8014 | 50010.318 | 7767904.9945 | 7428320.6904 | 339584.3041 |
Total P&L (%) | 6391.6611 | 6341.6508 | 50.0103 | 7767.905 | 7428.3207 | 339.5843 |
Avg Daily Profit (%) | 2.7083 | 2.6871 | 0.0212 | 0.1851 | 0.1833 | 0.0628 |
Buy And Hold Return (%) | 543.0155 | 543.0155 | 543.0155 | 543.0155 | 543.0155 | 543.0155 |
Max Trade Drawdown | -106024 | -72062 | -55916 | -3590647 | -2491718 | -2124140 |
Profit Factor | 22.8473 | 37.0726 | 1.4283 | 1.7241 | 2.1348 | 1.0812 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 38.806 | 32.3529 | 45.4545 | 38.806 | 32.3529 | 45.4545 |
Ratio Avg Win / Avg Loss | 36.0285 | 77.5154 | 1.714 | 2.7187 | 4.4637 | 1.2974 |
Largest Winning Trade | 6261498 | 6261498 | 83263 | 5015678 | 5015678 | 1812128 |
Largest Losing Trade | -29218 | -29218 | -15801 | -1492328 | -1186620 | -1492328 |
Avg Bars in Trades | 59 | 51 | 68 | 59 | 51 | 68 |
Avg Bars in Winners | 130 | 116 | 139 | 130 | 116 | 139 |
Avg Bars in Losers | 15 | 20 | 8 | 15 | 20 | 8 |
Bars Traded | 4002 | 1747 | 2255 | 4002 | 1747 | 2255 |
Profit Streak | 0 | 0 | 276.6852 | 0 | 0 | 276.6852 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -102280 | 592286 | -328793 | -114452 | 182708 | -406567 |
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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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