Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1611324.5606 | 1569511.3173 | 41813.2433 | 2351808.7018 | 3414701.7088 | -1062893.0071 |
Total P&L (%) | 1611.3246 | 1569.5113 | 41.8132 | 2351.8087 | 3414.7017 | -1062.893 |
Avg Daily Profit (%) | 0.7109 | 0.6925 | 0.0184 | 0.1413 | 0.1572 | 0 |
Buy And Hold Return (%) | 648.2517 | 648.2517 | 648.2517 | 648.2517 | 648.2517 | 648.2517 |
Max Trade Drawdown | -141176 | -113452 | -69636 | -5526987 | -2101408 | -4112912 |
Profit Factor | 4.1159 | 7.8918 | 1.1445 | 1.2051 | 1.6961 | 0.838 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Profitability (%) | 55.7377 | 53.3333 | 58.0645 | 55.7377 | 53.3333 | 58.0645 |
Ratio Avg Win / Avg Loss | 3.2685 | 6.9053 | 0.8266 | 0.957 | 1.4841 | 0.6052 |
Largest Winning Trade | 1120201 | 1120201 | 54397 | 2356044 | 2356044 | 1456049 |
Largest Losing Trade | -80410 | -41147 | -80410 | -3503184 | -1127504 | -3503184 |
Avg Bars in Trades | 63 | 83 | 45 | 63 | 83 | 45 |
Avg Bars in Winners | 71 | 82 | 60 | 71 | 82 | 60 |
Avg Bars in Losers | 54 | 83 | 24 | 54 | 83 | 24 |
Bars Traded | 3896 | 2490 | 1406 | 3896 | 2490 | 1406 |
Profit Streak | 0 | 105.4311 | 0 | 0 | 105.4311 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149355 | 635036 | -396238 | -174013 | 344349 | -579772 |
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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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