Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1506836.3254 | 1517342.5681 | -10506.2427 | 221143.3184 | 212423.6019 | 8719.7165 |
Total P&L (%) | 1506.8363 | 1517.3426 | -10.5062 | 221.1433 | 212.4236 | 8.7197 |
Avg Daily Profit (%) | 0.8292 | 0.835 | -0.0058 | 0.0642 | 0.0627 | 0.0046 |
Buy And Hold Return (%) | 636.6701 | 636.6701 | 636.6701 | 636.6701 | 636.6701 | 636.6701 |
Max Trade Drawdown | -154315 | -148897 | -29951 | -1624981 | -1622357 | -122431 |
Profit Factor | 5.2172 | 5.8803 | 0.7735 | 1.0749 | 1.0777 | 1.0398 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Losing Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Profitability (%) | 49.2063 | 54.8387 | 43.75 | 49.2063 | 54.8387 | 43.75 |
Ratio Avg Win / Avg Loss | 5.3855 | 4.8426 | 0.9945 | 1.1095 | 0.8875 | 1.3369 |
Largest Winning Trade | 1518483 | 1518483 | 8722 | 1650933 | 1650933 | 81267 |
Largest Losing Trade | -63471 | -63471 | -5657 | -944754 | -944754 | -44476 |
Avg Bars in Trades | 324 | 656 | 3 | 324 | 656 | 3 |
Avg Bars in Winners | 298 | 540 | 4 | 298 | 540 | 4 |
Avg Bars in Losers | 350 | 797 | 2 | 350 | 797 | 2 |
Bars Traded | 20458 | 20345 | 113 | 20458 | 20345 | 113 |
Profit Streak | 30.7777 | 65.111 | 30.7777 | 30.7777 | 65.111 | 30.7777 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -133605 | 697835 | -582422 | -561442 | -409658 | -530805 |
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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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