Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1783545.3767 | 1674388.0495 | 109157.3273 | 2072261.3561 | -440689.4496 | 2512950.8057 |
Total P&L (%) | 1783.5454 | 1674.388 | 109.1573 | 2072.2614 | -440.6895 | 2512.9508 |
Avg Daily Profit (%) | 0.9617 | 0.9028 | 0.0589 | 0.1661 | 0 | 0.1761 |
Buy And Hold Return (%) | 87.6047 | 87.6047 | 87.6047 | 87.6047 | 87.6047 | 87.6047 |
Max Trade Drawdown | -98123 | -83135 | -57008 | -3113181 | -2522097 | -1276331 |
Profit Factor | 4.5723 | 7.0217 | 1.4935 | 1.2259 | 0.9223 | 1.7178 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 44.7761 | 38.2353 | 51.5152 | 44.7761 | 38.2353 | 51.5152 |
Ratio Avg Win / Avg Loss | 5.6392 | 11.3428 | 1.4056 | 1.5119 | 1.4899 | 1.6167 |
Largest Winning Trade | 1423051 | 1423051 | 66194 | 1299811 | 1289814 | 1299811 |
Largest Losing Trade | -40160 | -40160 | -34015 | -881656 | -881656 | -726067 |
Avg Bars in Trades | 155 | 130 | 182 | 155 | 130 | 182 |
Avg Bars in Winners | 230 | 209 | 247 | 230 | 209 | 247 |
Avg Bars in Losers | 94 | 81 | 113 | 94 | 81 | 113 |
Bars Traded | 10443 | 4423 | 6020 | 10443 | 4423 | 6020 |
Profit Streak | 0 | 0 | 325.0864 | 0 | 0 | 325.0864 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -102521 | 618878 | -200787 | -114819 | -583703 | 453805 |
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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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