Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1847141.6743 | 1667608.1165 | 179533.5578 | 17357527.9485 | 5885051.004 | 11472476.9445 |
Total P&L (%) | 1847.1417 | 1667.6081 | 179.5336 | 17357.5279 | 5885.051 | 11472.4769 |
Avg Daily Profit (%) | 0.814 | 0.7349 | 0.0791 | 0.2278 | 0.1805 | 0.2096 |
Buy And Hold Return (%) | 347.215 | 347.215 | 347.215 | 347.215 | 347.215 | 347.215 |
Max Trade Drawdown | -82036 | -95695 | -27837 | -10174641 | -10146534 | -3738980 |
Profit Factor | 5.7041 | 7.0243 | 2.5496 | 1.4436 | 1.2115 | 2.0152 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Profitability (%) | 54.4118 | 47.0588 | 61.7647 | 54.4118 | 47.0588 | 61.7647 |
Ratio Avg Win / Avg Loss | 4.7791 | 7.9024 | 1.5783 | 1.2095 | 1.3629 | 1.2475 |
Largest Winning Trade | 1108588 | 1108588 | 32291 | 5950698 | 5950698 | 3210630 |
Largest Losing Trade | -48451 | -48451 | -24333 | -5817669 | -5817669 | -3738980 |
Avg Bars in Trades | 129 | 212 | 47 | 129 | 212 | 47 |
Avg Bars in Winners | 158 | 300 | 50 | 158 | 300 | 50 |
Avg Bars in Losers | 95 | 133 | 43 | 95 | 133 | 43 |
Bars Traded | 8837 | 7208 | 1629 | 8837 | 7208 | 1629 |
Profit Streak | 17.4518 | 0 | 89.7018 | 17.4518 | 0 | 89.7018 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -91990 | 664847 | -245767 | -103123 | 225094 | 479017 |
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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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