Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2011862.2731 | 1923938.9463 | 87923.3267 | 4206531.4516 | 823503.4689 | 3383027.9827 |
Total P&L (%) | 2011.8623 | 1923.9389 | 87.9233 | 4206.5315 | 823.5035 | 3383.028 |
Avg Daily Profit (%) | 0.8515 | 0.8143 | 0.0372 | 0.1594 | 0.0941 | 0.1504 |
Buy And Hold Return (%) | 506.9803 | 506.9803 | 506.9803 | 506.9803 | 506.9803 | 506.9803 |
Max Trade Drawdown | -140279 | -150302 | -66385 | -4128136 | -4356724 | -1404810 |
Profit Factor | 4.8341 | 7.2332 | 1.4069 | 1.4062 | 1.1115 | 2.1392 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 50.7463 | 44.1176 | 57.5758 | 50.7463 | 44.1176 | 57.5758 |
Ratio Avg Win / Avg Loss | 4.6919 | 9.1621 | 1.0367 | 1.3648 | 1.4079 | 1.5763 |
Largest Winning Trade | 1546261 | 1546261 | 55042 | 4151300 | 4151300 | 1879823 |
Largest Losing Trade | -55173 | -42619 | -55173 | -1437278 | -1437278 | -1376313 |
Avg Bars in Trades | 207 | 197 | 217 | 207 | 197 | 217 |
Avg Bars in Winners | 258 | 285 | 236 | 258 | 285 | 236 |
Avg Bars in Losers | 155 | 127 | 192 | 155 | 127 | 192 |
Bars Traded | 13898 | 6706 | 7192 | 13898 | 6706 | 7192 |
Profit Streak | 0 | 0 | 75.8527 | 0 | 0 | 75.8527 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -102269 | 611901 | -306310 | -112479 | -176486 | 481915 |
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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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