Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1416470.6031 | 1189436.0699 | 227034.5332 | 14925345.7983 | 2579132.756 | 12346213.0423 |
Total P&L (%) | 1416.4706 | 1189.4361 | 227.0345 | 14925.3458 | 2579.1328 | 12346.213 |
Avg Daily Profit (%) | 0.7631 | 0.6408 | 0.1223 | 0.2704 | 0.1773 | 0.2602 |
Buy And Hold Return (%) | 91.7303 | 91.7303 | 91.7303 | 91.7303 | 91.7303 | 91.7303 |
Max Trade Drawdown | -34252 | -32699 | -16496 | -4859344 | -3664861 | -2400561 |
Profit Factor | 8.3268 | 12.6361 | 3.4919 | 1.9436 | 1.3004 | 2.7072 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 34 | 20 | 14 | 34 | 20 | 14 |
Profitability (%) | 49.2537 | 41.1765 | 57.5758 | 49.2537 | 41.1765 | 57.5758 |
Ratio Avg Win / Avg Loss | 8.5791 | 18.0515 | 2.573 | 2.0025 | 1.8577 | 1.9948 |
Largest Winning Trade | 1027079 | 1027079 | 62911 | 4686951 | 4542034 | 4686951 |
Largest Losing Trade | -24139 | -14970 | -24139 | -2458783 | -2458783 | -2400561 |
Avg Bars in Trades | 103 | 62 | 145 | 103 | 62 | 145 |
Avg Bars in Winners | 184 | 117 | 233 | 184 | 117 | 233 |
Avg Bars in Losers | 24 | 23 | 24 | 24 | 23 | 24 |
Bars Traded | 6905 | 2119 | 4786 | 6905 | 2119 | 4786 |
Profit Streak | 0 | 0 | 77.2103 | 0 | 0 | 77.2103 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -99911 | 607850 | -24443 | -108959 | 201326 | 577627 |
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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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