Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1507018.3122 | 1361156.6694 | 145861.6428 | 5551724.3807 | 2041521.4736 | 3510202.9071 |
Total P&L (%) | 1507.0183 | 1361.1567 | 145.8616 | 5551.7244 | 2041.5215 | 3510.2029 |
Avg Daily Profit (%) | 0.8086 | 0.7303 | 0.0783 | 0.2167 | 0.1645 | 0.1926 |
Buy And Hold Return (%) | 85.6875 | 85.6875 | 85.6875 | 85.6875 | 85.6875 | 85.6875 |
Max Trade Drawdown | -67754 | -78021 | -53735 | -2801037 | -1511861 | -1594030 |
Profit Factor | 5.5092 | 9.5957 | 1.8294 | 1.6542 | 1.4896 | 1.8132 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 39.3443 | 38.7097 | 40 | 39.3443 | 38.7097 | 40 |
Ratio Avg Win / Avg Loss | 8.4933 | 15.1932 | 2.7441 | 2.5502 | 2.3585 | 2.7199 |
Largest Winning Trade | 1167986 | 1167986 | 63257 | 3046814 | 1914951 | 3046814 |
Largest Losing Trade | -25215 | -19101 | -25215 | -1594030 | -897163 | -1594030 |
Avg Bars in Trades | 169 | 117 | 223 | 169 | 117 | 223 |
Avg Bars in Winners | 303 | 190 | 416 | 303 | 190 | 416 |
Avg Bars in Losers | 83 | 71 | 95 | 83 | 71 | 95 |
Bars Traded | 10357 | 3641 | 6716 | 10357 | 3641 | 6716 |
Profit Streak | 57.0926 | 72.0926 | 0 | 57.0926 | 72.0926 | 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 | -148518 | 620131 | -97800 | -158546 | 223752 | 269206 |
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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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