Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2040452.5565 | 1885762.2876 | 154690.2689 | 12969136.6807 | 8820813.3041 | 4148323.3766 |
Total P&L (%) | 2040.4526 | 1885.7623 | 154.6903 | 12969.1367 | 8820.8133 | 4148.3234 |
Avg Daily Profit (%) | 1.121 | 1.036 | 0.085 | 0.2681 | 0.247 | 0.2062 |
Buy And Hold Return (%) | 744.4579 | 744.4579 | 744.4579 | 744.4579 | 744.4579 | 744.4579 |
Max Trade Drawdown | -89046 | -98148 | -26473 | -7661992 | -6297250 | -2616700 |
Profit Factor | 6.3553 | 7.6702 | 2.5737 | 1.5182 | 1.4976 | 1.5684 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 32 | 13 | 19 | 32 | 13 | 19 |
Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Profitability (%) | 50.7937 | 41.9355 | 59.375 | 50.7937 | 41.9355 | 59.375 |
Ratio Avg Win / Avg Loss | 6.1567 | 10.6202 | 1.7609 | 1.4708 | 2.0735 | 1.0731 |
Largest Winning Trade | 1387470 | 1387470 | 52499 | 12980565 | 12980565 | 3017391 |
Largest Losing Trade | -43796 | -43796 | -26473 | -4496500 | -4496500 | -2318631 |
Avg Bars in Trades | 108 | 177 | 41 | 108 | 177 | 41 |
Avg Bars in Winners | 140 | 259 | 58 | 140 | 259 | 58 |
Avg Bars in Losers | 75 | 117 | 15 | 75 | 117 | 15 |
Bars Traded | 6817 | 5496 | 1321 | 6817 | 5496 | 1321 |
Profit Streak | 78.1633 | 0 | 78.6633 | 78.1633 | 0 | 78.6633 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -131707 | 547084 | -238625 | -140302 | 275969 | 381733 |
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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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