Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1426502.8905 | 1346326.5183 | 80176.3722 | 1883688.2001 | 4640140.4222 | -2756452.2221 |
Total P&L (%) | 1426.5029 | 1346.3265 | 80.1764 | 1883.6882 | 4640.1404 | -2756.4522 |
Avg Daily Profit (%) | 0.7966 | 0.7519 | 0.0448 | 0.167 | 0.2157 | 0 |
Buy And Hold Return (%) | 275.5106 | 275.5106 | 275.5106 | 275.5106 | 275.5106 | 275.5106 |
Max Trade Drawdown | -150360 | -135450 | -67800 | -6603873 | -2947761 | -4609664 |
Profit Factor | 3.691 | 6.259 | 1.2925 | 1.146 | 1.9221 | 0.6496 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 50 | 45.1613 | 54.8387 | 50 | 45.1613 | 54.8387 |
Ratio Avg Win / Avg Loss | 3.691 | 7.6002 | 1.0644 | 1.146 | 2.334 | 0.535 |
Largest Winning Trade | 1017427 | 1017427 | 59443 | 6453236 | 6453236 | 1568520 |
Largest Losing Trade | -62530 | -37530 | -62530 | -4431885 | -1240917 | -4431885 |
Avg Bars in Trades | 166 | 143 | 190 | 166 | 143 | 190 |
Avg Bars in Winners | 232 | 201 | 257 | 232 | 201 | 257 |
Avg Bars in Losers | 101 | 94 | 108 | 101 | 94 | 108 |
Bars Traded | 10328 | 4433 | 5895 | 10328 | 4433 | 5895 |
Profit Streak | 0 | 0 | 143.0917 | 0 | 0 | 143.0917 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -139742 | 645371 | -296907 | -210736 | 356412 | -578839 |
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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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