Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1119531.1522 | 987118.4916 | 132412.6606 | 6931973.8732 | 3417475.2902 | 3514498.583 |
Total P&L (%) | 1119.5312 | 987.1185 | 132.4127 | 6931.9739 | 3417.4753 | 3514.4986 |
Avg Daily Profit (%) | 0.6007 | 0.5297 | 0.0711 | 0.2285 | 0.1912 | 0.1927 |
Buy And Hold Return (%) | 65.0709 | 65.0709 | 65.0709 | 65.0709 | 65.0709 | 65.0709 |
Max Trade Drawdown | -112489 | -55482 | -68115 | -8161600 | -4137742 | -4689697 |
Profit Factor | 3.6542 | 6.675 | 1.5342 | 1.4958 | 1.4632 | 1.5323 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 38.9831 | 36.6667 | 41.3793 | 38.9831 | 36.6667 | 41.3793 |
Ratio Avg Win / Avg Loss | 5.7196 | 11.5295 | 2.1735 | 2.3413 | 2.5273 | 2.1707 |
Largest Winning Trade | 648550 | 648550 | 74817 | 2778483 | 2778483 | 2546260 |
Largest Losing Trade | -37327 | -24087 | -37327 | -2085150 | -2085150 | -1380473 |
Avg Bars in Trades | 367 | 343 | 391 | 367 | 343 | 391 |
Avg Bars in Winners | 709 | 651 | 762 | 709 | 651 | 762 |
Avg Bars in Losers | 148 | 164 | 130 | 148 | 164 | 130 |
Bars Traded | 21657 | 10291 | 11366 | 21657 | 10291 | 11366 |
Profit Streak | 0 | 0 | 174.427 | 0 | 0 | 174.427 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165791 | 509442 | -104537 | -173389 | 177201 | 293447 |
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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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