Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1110623.7971 | 1010235.3344 | 100388.4627 | 3620440.0476 | 1482649.7793 | 2137790.2684 |
Total P&L (%) | 1110.6238 | 1010.2353 | 100.3885 | 3620.44 | 1482.6498 | 2137.7903 |
Avg Daily Profit (%) | 0.5966 | 0.5427 | 0.0539 | 0.1945 | 0.1485 | 0.1671 |
Buy And Hold Return (%) | 200.9126 | 200.9126 | 200.9126 | 200.9126 | 200.9126 | 200.9126 |
Max Trade Drawdown | -117004 | -40005 | -101129 | -2108942 | -879667 | -1285354 |
Profit Factor | 3.3057 | 7.1428 | 1.3165 | 1.5696 | 1.5085 | 1.6213 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 47.7612 | 47.0588 | 48.4848 | 47.7612 | 47.0588 | 48.4848 |
Ratio Avg Win / Avg Loss | 3.6156 | 8.0357 | 1.3987 | 1.7167 | 1.697 | 1.7226 |
Largest Winning Trade | 712367 | 712367 | 78131 | 1171928 | 1171928 | 1162343 |
Largest Losing Trade | -45396 | -24803 | -45396 | -580984 | -580984 | -539406 |
Avg Bars in Trades | 53 | 48 | 59 | 53 | 48 | 59 |
Avg Bars in Winners | 84 | 67 | 101 | 84 | 67 | 101 |
Avg Bars in Losers | 25 | 32 | 18 | 25 | 32 | 18 |
Bars Traded | 3610 | 1663 | 1947 | 3610 | 1663 | 1947 |
Profit Streak | 0 | 0 | 151.8737 | 0 | 0 | 151.8737 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -105381 | 612705 | -286144 | -111315 | 247526 | 402312 |
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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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