Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 938948.5653 | 804148.6371 | 134799.9282 | 13081155.7573 | 13177691.6594 | -96535.9021 |
Total P&L (%) | 938.9486 | 804.1486 | 134.7999 | 13081.1558 | 13177.6917 | -96.5359 |
Avg Daily Profit (%) | 0.3755 | 0.3216 | 0.0539 | 0.1954 | 0.1957 | -0.1344 |
Buy And Hold Return (%) | 892.99 | 892.99 | 892.99 | 892.99 | 892.99 | 892.99 |
Max Trade Drawdown | -72368 | -37339 | -66919 | -2802252 | -1354692 | -2121000 |
Profit Factor | 3.4294 | 5.7086 | 1.6249 | 2.8771 | 5.0359 | 0.9739 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 53.7313 | 52.9412 | 54.5455 | 53.7313 | 52.9412 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.9531 | 5.0743 | 1.3541 | 2.4775 | 4.4764 | 0.8116 |
Largest Winning Trade | 330852 | 330852 | 55202 | 8586529 | 8586529 | 662301 |
Largest Losing Trade | -49529 | -21445 | -49529 | -1354692 | -1354692 | -985646 |
Avg Bars in Trades | 108 | 118 | 98 | 108 | 118 | 98 |
Avg Bars in Winners | 125 | 142 | 108 | 125 | 142 | 108 |
Avg Bars in Losers | 88 | 91 | 85 | 88 | 91 | 85 |
Bars Traded | 7252 | 4018 | 3234 | 7252 | 4018 | 3234 |
Profit Streak | 135.7677 | 160.101 | 135.7677 | 135.7677 | 160.101 | 135.7677 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -252834 | -147056 | -283601 | -105673 | 617462 | -579644 |
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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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