Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1083903.4628 | 971402.9147 | 112500.5481 | 7173180.0355 | 6779668.4968 | 393511.5387 |
Total P&L (%) | 1083.9035 | 971.4029 | 112.5005 | 7173.18 | 6779.6685 | 393.5115 |
Avg Daily Profit (%) | 0.4335 | 0.3885 | 0.045 | 0.1716 | 0.1694 | 0.0639 |
Buy And Hold Return (%) | 777.3611 | 777.3611 | 777.3611 | 777.3611 | 777.3611 | 777.3611 |
Max Trade Drawdown | -115210 | -67428 | -78617 | -3209481 | -1682812 | -2404460 |
Profit Factor | 4.2719 | 6.1448 | 1.7897 | 2.0026 | 2.9648 | 1.1062 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 56.4516 | 51.6129 | 61.2903 | 56.4516 | 51.6129 | 61.2903 |
Ratio Avg Win / Avg Loss | 3.2955 | 5.7607 | 1.1303 | 1.5448 | 2.7795 | 0.6987 |
Largest Winning Trade | 566859 | 566859 | 45114 | 3624377 | 3624377 | 584160 |
Largest Losing Trade | -44625 | -44055 | -44625 | -1007439 | -777474 | -1007439 |
Avg Bars in Trades | 108 | 142 | 74 | 108 | 142 | 74 |
Avg Bars in Winners | 121 | 160 | 88 | 121 | 160 | 88 |
Avg Bars in Losers | 91 | 122 | 52 | 91 | 122 | 52 |
Bars Traded | 6735 | 4417 | 2318 | 6735 | 4417 | 2318 |
Profit Streak | 183.7746 | 402.7746 | 183.7746 | 183.7746 | 402.7746 | 183.7746 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -182106 | -68432 | -294298 | -144706 | 538104 | -376760 |
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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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