Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1373944.2209 | 1200975.7656 | 172968.4553 | 6889113.154 | 538429.7042 | 6350683.4499 |
Total P&L (%) | 1373.9442 | 1200.9758 | 172.9685 | 6889.1132 | 538.4297 | 6350.6835 |
Avg Daily Profit (%) | 0.7408 | 0.6475 | 0.0933 | 0.2292 | 0.1 | 0.2249 |
Buy And Hold Return (%) | 67.5425 | 67.5425 | 67.5425 | 67.5425 | 67.5425 | 67.5425 |
Max Trade Drawdown | -93809 | -70585 | -45382 | -5738555 | -5025657 | -2196301 |
Profit Factor | 5.0319 | 7.1754 | 2.1824 | 1.3896 | 1.0481 | 1.9788 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 49.2063 | 46.875 | 51.6129 | 49.2063 | 46.875 | 51.6129 |
Ratio Avg Win / Avg Loss | 5.1942 | 8.1321 | 2.046 | 1.4344 | 1.1878 | 1.8551 |
Largest Winning Trade | 1009312 | 1009312 | 63516 | 2853306 | 2752721 | 2853306 |
Largest Losing Trade | -45382 | -33523 | -45382 | -2446690 | -2446690 | -2196301 |
Avg Bars in Trades | 81 | 65 | 98 | 81 | 65 | 98 |
Avg Bars in Winners | 111 | 82 | 139 | 111 | 82 | 139 |
Avg Bars in Losers | 52 | 50 | 53 | 52 | 50 | 53 |
Bars Traded | 5135 | 2088 | 3047 | 5135 | 2088 | 3047 |
Profit Streak | 0 | 0 | 325.1303 | 0 | 0 | 325.1303 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -130830 | 689167 | -66672 | -142389 | -227921 | 473228 |
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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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