Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1791493.3643 | 1636392.7688 | 155100.5954 | 4990038.8271 | -2004839.8347 | 6994878.6618 |
Total P&L (%) | 1791.4934 | 1636.3928 | 155.1006 | 4990.0388 | -2004.8398 | 6994.8787 |
Avg Daily Profit (%) | 0.9618 | 0.8785 | 0.0833 | 0.2112 | 0 | 0.2291 |
Buy And Hold Return (%) | 66.5807 | 66.5807 | 66.5807 | 66.5807 | 66.5807 | 66.5807 |
Max Trade Drawdown | -107303 | -77223 | -49581 | -10992345 | -8694186 | -4745896 |
Profit Factor | 6.2201 | 9.9615 | 1.9658 | 1.1598 | 0.8784 | 1.4748 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 39.6825 | 40.625 | 38.7097 | 39.6825 | 40.625 | 38.7097 |
Ratio Avg Win / Avg Loss | 9.4545 | 14.5592 | 3.1125 | 1.763 | 1.2838 | 2.3352 |
Largest Winning Trade | 1450484 | 1450484 | 63274 | 5952757 | 5952757 | 4675469 |
Largest Losing Trade | -25954 | -25954 | -25681 | -3250857 | -2699576 | -3250857 |
Avg Bars in Trades | 84 | 62 | 107 | 84 | 62 | 107 |
Avg Bars in Winners | 141 | 104 | 182 | 141 | 104 | 182 |
Avg Bars in Losers | 46 | 33 | 59 | 46 | 33 | 59 |
Bars Traded | 5317 | 1992 | 3325 | 5317 | 1992 | 3325 |
Profit Streak | 0 | 0 | 45.5137 | 0 | 0 | 45.5137 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -133455 | 651031 | -86614 | -190748 | -582789 | 240314 |
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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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