Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2332607.75 | 2215398.3207 | 117209.4294 | 5820976.2364 | 4386639.8903 | 1434336.3462 |
Total P&L (%) | 2332.6078 | 2215.3983 | 117.2094 | 5820.9762 | 4386.6399 | 1434.3363 |
Avg Daily Profit (%) | 1.2588 | 1.1956 | 0.0633 | 0.2205 | 0.2055 | 0.1475 |
Buy And Hold Return (%) | 169.4851 | 169.4851 | 169.4851 | 169.4851 | 169.4851 | 169.4851 |
Max Trade Drawdown | -97614 | -63676 | -60157 | -7473187 | -5538480 | -2753332 |
Profit Factor | 6.8391 | 10.8798 | 1.6688 | 1.324 | 1.3953 | 1.2088 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 20 | 10 | 10 | 20 | 10 | 10 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 33.8983 | 33.3333 | 34.4828 | 33.8983 | 33.3333 | 34.4828 |
Ratio Avg Win / Avg Loss | 13.3363 | 21.7596 | 3.1708 | 2.5818 | 2.7905 | 2.2967 |
Largest Winning Trade | 2020703 | 2020703 | 72836 | 5143294 | 5143294 | 2735231 |
Largest Losing Trade | -31487 | -21468 | -31487 | -2410577 | -2410577 | -1287402 |
Avg Bars in Trades | 60 | 57 | 62 | 60 | 57 | 62 |
Avg Bars in Winners | 134 | 134 | 135 | 134 | 134 | 135 |
Avg Bars in Losers | 21 | 19 | 24 | 21 | 19 | 24 |
Bars Traded | 3554 | 1728 | 1826 | 3554 | 1728 | 1826 |
Profit Streak | 0 | 0 | 48.3961 | 0 | 0 | 48.3961 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -163946 | 558311 | -276612 | -176484 | 119981 | -647 |
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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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