Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1219335.0609 | 1070365.6774 | 148969.3835 | 16563433.7203 | 16251880.9281 | 311552.7922 |
Total P&L (%) | 1219.3351 | 1070.3657 | 148.9694 | 16563.4337 | 16251.8809 | 311.5528 |
Avg Daily Profit (%) | 0.4877 | 0.4281 | 0.0596 | 0.2048 | 0.2041 | 0.0566 |
Buy And Hold Return (%) | 869.6149 | 869.6149 | 869.6149 | 869.6149 | 869.6149 | 869.6149 |
Max Trade Drawdown | -121430 | -73756 | -79436 | -8229046 | -3669744 | -6118249 |
Profit Factor | 4.5721 | 6.6355 | 1.9839 | 1.9898 | 2.9626 | 1.0369 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 56.5217 | 50 | 62.8571 | 56.5217 | 50 | 62.8571 |
Ratio Avg Win / Avg Loss | 3.517 | 6.6355 | 1.1723 | 1.5306 | 2.9626 | 0.6127 |
Largest Winning Trade | 588842 | 588842 | 49885 | 9460234 | 9460234 | 1385208 |
Largest Losing Trade | -44625 | -37248 | -44625 | -2399436 | -1636716 | -2399436 |
Avg Bars in Trades | 99 | 128 | 70 | 99 | 128 | 70 |
Avg Bars in Winners | 113 | 145 | 88 | 113 | 145 | 88 |
Avg Bars in Losers | 81 | 112 | 41 | 81 | 112 | 41 |
Bars Traded | 6862 | 4379 | 2482 | 6862 | 4379 | 2482 |
Profit Streak | 129.1196 | 129.1196 | 193.7863 | 129.1196 | 129.1196 | 193.7863 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -126488 | -74892 | -273854 | -91943 | 514099 | -462143 |
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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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