Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1486196.2823 | 1484937.6833 | 1258.5989 | 13190470.8127 | 19323615.5064 | -6133144.6936 |
Total P&L (%) | 1486.1963 | 1484.9377 | 1.2586 | 13190.4708 | 19323.6155 | -6133.1447 |
Avg Daily Profit (%) | 0.7872 | 0.7865 | 0.0007 | 0.2593 | 0.2795 | 0 |
Buy And Hold Return (%) | 5718.6117 | 5718.6117 | 5718.6117 | 5718.6117 | 5718.6117 | 5718.6117 |
Max Trade Drawdown | -89919 | -56876 | -83521 | -7066639 | -2477664 | -8500821 |
Profit Factor | 4.1558 | 7.9525 | 1.0049 | 1.5679 | 3.1063 | 0.5636 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 51.4286 | 54.2857 | 48.5714 | 51.4286 | 54.2857 | 48.5714 |
Ratio Avg Win / Avg Loss | 3.9249 | 6.6968 | 1.064 | 1.4808 | 2.6159 | 0.5967 |
Largest Winning Trade | 785557 | 785557 | 62331 | 11449819 | 11449819 | 3037674 |
Largest Losing Trade | -41343 | -38010 | -41343 | -3243014 | -2477664 | -3243014 |
Avg Bars in Trades | 152 | 156 | 149 | 152 | 156 | 149 |
Avg Bars in Winners | 214 | 204 | 224 | 214 | 204 | 224 |
Avg Bars in Losers | 88 | 99 | 78 | 88 | 99 | 78 |
Bars Traded | 10707 | 5479 | 5228 | 10707 | 5479 | 5228 |
Profit Streak | 0 | 251.3664 | 0 | 0 | 251.3664 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -243860 | -142300 | -573408 | -92893 | 495956 | -581343 |
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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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