Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2184883.5097 | 2036174.5917 | 148708.918 | 8688384.1485 | 5571007.3164 | 3117376.832 |
Total P&L (%) | 2184.8835 | 2036.1746 | 148.7089 | 8688.3841 | 5571.0073 | 3117.3768 |
Avg Daily Profit (%) | 0.9833 | 0.9164 | 0.0669 | 0.2016 | 0.1819 | 0.1563 |
Buy And Hold Return (%) | 202.6982 | 202.6982 | 202.6982 | 202.6982 | 202.6982 | 202.6982 |
Max Trade Drawdown | -137623 | -69896 | -83917 | -10529775 | -7062754 | -5549196 |
Profit Factor | 5.1045 | 8.7636 | 1.5507 | 1.2855 | 1.3303 | 1.2297 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 52.381 | 51.6129 | 53.125 | 52.381 | 51.6129 | 53.125 |
Ratio Avg Win / Avg Loss | 4.6404 | 8.2159 | 1.3682 | 1.1686 | 1.2472 | 1.085 |
Largest Winning Trade | 1787328 | 1787328 | 46867 | 6251954 | 6251954 | 2542654 |
Largest Losing Trade | -52478 | -41528 | -52478 | -5039619 | -5039619 | -2933972 |
Avg Bars in Trades | 67 | 70 | 63 | 67 | 70 | 63 |
Avg Bars in Winners | 91 | 98 | 85 | 91 | 98 | 85 |
Avg Bars in Losers | 40 | 41 | 39 | 40 | 41 | 39 |
Bars Traded | 4231 | 2196 | 2035 | 4231 | 2196 | 2035 |
Profit Streak | 0 | 127.0171 | 0 | 0 | 127.0171 | 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 | -129494 | 811122 | -267360 | -142644 | 319972 | 276891 |
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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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