Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1583007.8924 | 1366113.2195 | 216894.6729 | 4815671.6219 | 926223.5722 | 3889448.0497 |
Total P&L (%) | 1583.0079 | 1366.1132 | 216.8947 | 4815.6716 | 926.2236 | 3889.4481 |
Avg Daily Profit (%) | 0.6635 | 0.5726 | 0.0909 | 0.1634 | 0.0976 | 0.1546 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75569 | -99356 | -56439 | -7209662 | -7734298 | -3530070 |
Profit Factor | 4.0882 | 6.2645 | 1.857 | 1.1922 | 1.0727 | 1.3159 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 31 | 12 | 19 | 31 | 12 | 19 |
Losing Trades | 31 | 19 | 12 | 31 | 19 | 12 |
Profitability (%) | 50 | 38.7097 | 61.2903 | 50 | 38.7097 | 61.2903 |
Ratio Avg Win / Avg Loss | 4.0882 | 9.9188 | 1.1728 | 1.1922 | 1.6984 | 0.8311 |
Largest Winning Trade | 1147330 | 1147330 | 58511 | 5692248 | 5692248 | 2990817 |
Largest Losing Trade | -39677 | -39677 | -36703 | -4223047 | -4223047 | -2026906 |
Avg Bars in Trades | 73 | 52 | 94 | 73 | 52 | 94 |
Avg Bars in Winners | 112 | 102 | 119 | 112 | 102 | 119 |
Avg Bars in Losers | 34 | 21 | 54 | 34 | 21 | 54 |
Bars Traded | 4558 | 1638 | 2920 | 4558 | 1638 | 2920 |
Profit Streak | 7.1162 | 11.1162 | 0 | 7.1162 | 11.1162 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -138691 | 574515 | -67765 | -159159 | -205444 | 273170 |
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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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