Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1549565.9664 | 1452606.7343 | 96959.2321 | 3784789.133 | 2958113.0235 | 826676.1095 |
Total P&L (%) | 1549.566 | 1452.6067 | 96.9592 | 3784.7891 | 2958.113 | 826.6761 |
Avg Daily Profit (%) | 0.6826 | 0.6399 | 0.0427 | 0.1613 | 0.1508 | 0.0981 |
Buy And Hold Return (%) | 273.9011 | 273.9011 | 273.9011 | 273.9011 | 273.9011 | 273.9011 |
Max Trade Drawdown | -82711 | -66725 | -88066 | -6166362 | -3820430 | -3082411 |
Profit Factor | 4.1117 | 7.2907 | 1.363 | 1.2052 | 1.3282 | 1.0877 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 48.5294 | 47.0588 | 50 | 48.5294 | 47.0588 | 50 |
Ratio Avg Win / Avg Loss | 4.3609 | 8.2021 | 1.363 | 1.2783 | 1.4943 | 1.0877 |
Largest Winning Trade | 1082066 | 1082066 | 52496 | 4065767 | 4065767 | 2724373 |
Largest Losing Trade | -37976 | -28846 | -37976 | -2023017 | -2023017 | -1933294 |
Avg Bars in Trades | 127 | 116 | 139 | 127 | 116 | 139 |
Avg Bars in Winners | 195 | 184 | 206 | 195 | 184 | 206 |
Avg Bars in Losers | 64 | 56 | 72 | 64 | 56 | 72 |
Bars Traded | 8699 | 3963 | 4736 | 8699 | 3963 | 4736 |
Profit Streak | 0 | 0 | 166.9232 | 0 | 0 | 166.9232 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -95938 | 649221 | -300601 | -107137 | 241652 | -188161 |
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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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