Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1487398.5748 | 1386727.8075 | 100670.7674 | 3882725.4357 | 900570.1461 | 2982155.2896 |
Total P&L (%) | 1487.3986 | 1386.7278 | 100.6708 | 3882.7254 | 900.5701 | 2982.1553 |
Avg Daily Profit (%) | 0.6558 | 0.6114 | 0.0444 | 0.1626 | 0.1016 | 0.1513 |
Buy And Hold Return (%) | 266.9271 | 266.9271 | 266.9271 | 266.9271 | 266.9271 | 266.9271 |
Max Trade Drawdown | -121247 | -44274 | -153780 | -3540842 | -2523685 | -1973746 |
Profit Factor | 4.6112 | 10.0524 | 1.3891 | 1.5136 | 1.2337 | 1.8044 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Profitability (%) | 54.0984 | 51.6129 | 56.6667 | 54.0984 | 51.6129 | 56.6667 |
Ratio Avg Win / Avg Loss | 3.9125 | 9.4241 | 1.0623 | 1.2842 | 1.1566 | 1.3798 |
Largest Winning Trade | 946753 | 946753 | 59962 | 2075246 | 2075246 | 1607575 |
Largest Losing Trade | -70098 | -26924 | -70098 | -1137776 | -953752 | -1137776 |
Avg Bars in Trades | 140 | 120 | 160 | 140 | 120 | 160 |
Avg Bars in Winners | 196 | 186 | 205 | 196 | 186 | 205 |
Avg Bars in Losers | 75 | 51 | 102 | 75 | 51 | 102 |
Bars Traded | 8575 | 3748 | 4827 | 8575 | 3748 | 4827 |
Profit Streak | 0 | 0 | 325.2374 | 0 | 0 | 325.2374 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146976 | 685744 | -296611 | -156361 | -59851 | 435404 |
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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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