Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1029935.148 | 877054.5734 | 152880.5746 | 7197692.7992 | 3896385.5767 | 3301307.2224 |
Total P&L (%) | 1029.9351 | 877.0546 | 152.8806 | 7197.6928 | 3896.3856 | 3301.3072 |
Avg Daily Profit (%) | 0.4116 | 0.3505 | 0.0611 | 0.1716 | 0.1475 | 0.1411 |
Buy And Hold Return (%) | 245.058 | 245.058 | 245.058 | 245.058 | 245.058 | 245.058 |
Max Trade Drawdown | -131585 | -136232 | -23105 | -1688803 | -1694382 | -143340 |
Profit Factor | 3.4168 | 3.3982 | 3.5289 | 2.5618 | 1.9021 | 12.402 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 41 | 16 | 25 | 41 | 16 | 25 |
Losing Trades | 28 | 18 | 10 | 28 | 18 | 10 |
Profitability (%) | 59.4203 | 47.0588 | 71.4286 | 59.4203 | 47.0588 | 71.4286 |
Ratio Avg Win / Avg Loss | 2.3334 | 3.823 | 1.4116 | 1.7495 | 2.1399 | 4.9608 |
Largest Winning Trade | 493297 | 493297 | 34779 | 2926201 | 2926201 | 961642 |
Largest Losing Trade | -58869 | -58869 | -13557 | -1559083 | -1559083 | -143340 |
Avg Bars in Trades | 137 | 259 | 19 | 137 | 259 | 19 |
Avg Bars in Winners | 81 | 179 | 19 | 81 | 179 | 19 |
Avg Bars in Losers | 219 | 330 | 21 | 219 | 330 | 21 |
Bars Traded | 9510 | 8811 | 699 | 9510 | 8811 | 699 |
Profit Streak | 9.5397 | 0 | 337.5397 | 9.5397 | 0 | 337.5397 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -89774 | 434357 | -267078 | -91433 | 242666 | 311170 |
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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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