Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1177709.6252 | 1034222.1832 | 143487.4419 | 14622801.9157 | 5605973.5175 | 9016828.3982 |
Total P&L (%) | 1177.7096 | 1034.2222 | 143.4874 | 14622.8019 | 5605.9735 | 9016.8284 |
Avg Daily Profit (%) | 0.6 | 0.5269 | 0.0731 | 0.2546 | 0.2062 | 0.2302 |
Buy And Hold Return (%) | 1560.3939 | 1560.3939 | 1560.3939 | 1560.3939 | 1560.3939 | 1560.3939 |
Max Trade Drawdown | -92972 | -37391 | -161390 | -5668829 | -6606557 | -4413524 |
Profit Factor | 3.3731 | 7.1317 | 1.438 | 1.5798 | 1.4334 | 1.7339 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 65.8824 | 66.6667 | 65.1163 | 65.8824 | 66.6667 | 65.1163 |
Ratio Avg Win / Avg Loss | 1.7468 | 3.5659 | 0.7704 | 0.8181 | 0.7167 | 0.9289 |
Largest Winning Trade | 311597 | 311597 | 61064 | 4243066 | 4243066 | 3920016 |
Largest Losing Trade | -82413 | -22854 | -82413 | -4413524 | -3467188 | -4413524 |
Avg Bars in Trades | 133 | 109 | 157 | 133 | 109 | 157 |
Avg Bars in Winners | 135 | 104 | 166 | 135 | 104 | 166 |
Avg Bars in Losers | 131 | 119 | 141 | 131 | 119 | 141 |
Bars Traded | 11373 | 4589 | 6784 | 11373 | 4589 | 6784 |
Profit Streak | 408.6654 | 0 | 583.8321 | 408.6654 | 0 | 583.8321 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144722 | -144214 | -258518 | 424110 | 249937 | 408033 |
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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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