Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1673591.3658 | 1611346.5216 | 62244.8442 | 7259426.2953 | 4618136.3031 | 2641289.9922 |
Total P&L (%) | 1673.5914 | 1611.3465 | 62.2448 | 7259.4263 | 4618.1363 | 2641.29 |
Avg Daily Profit (%) | 0.8526 | 0.8209 | 0.0317 | 0.2192 | 0.1965 | 0.1688 |
Buy And Hold Return (%) | 1676.2172 | 1676.2172 | 1676.2172 | 1676.2172 | 1676.2172 | 1676.2172 |
Max Trade Drawdown | -110848 | -47067 | -130106 | -2125637 | -1095108 | -1777589 |
Profit Factor | 5.0107 | 10.2735 | 1.2556 | 1.869 | 2.3002 | 1.55 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Losing Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Profitability (%) | 54.0984 | 60 | 48.3871 | 54.0984 | 60 | 48.3871 |
Ratio Avg Win / Avg Loss | 4.2515 | 6.849 | 1.3393 | 1.5858 | 1.5335 | 1.6533 |
Largest Winning Trade | 1181713 | 1181713 | 56350 | 2163718 | 2163718 | 1767619 |
Largest Losing Trade | -54462 | -47067 | -54462 | -1273579 | -1095108 | -1273579 |
Avg Bars in Trades | 186 | 182 | 191 | 186 | 182 | 191 |
Avg Bars in Winners | 232 | 231 | 232 | 232 | 231 | 232 |
Avg Bars in Losers | 133 | 107 | 152 | 133 | 107 | 152 |
Bars Traded | 11391 | 5460 | 5931 | 11391 | 5460 | 5931 |
Profit Streak | 484.4029 | 0 | 603.0696 | 484.4029 | 0 | 603.0696 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -309647 | -142816 | -316201 | -155062 | 371071 | 38443 |
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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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