Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1965583.6795 | 1864988.0048 | 100595.6747 | 5131957.2918 | 3003364.8396 | 2128592.4521 |
Total P&L (%) | 1965.5837 | 1864.988 | 100.5957 | 5131.9573 | 3003.3648 | 2128.5925 |
Avg Daily Profit (%) | 0.8693 | 0.8248 | 0.0445 | 0.1752 | 0.152 | 0.1374 |
Buy And Hold Return (%) | 158.7891 | 158.7891 | 158.7891 | 158.7891 | 158.7891 | 158.7891 |
Max Trade Drawdown | -110708 | -75395 | -77727 | -15165650 | -11045581 | -6058117 |
Profit Factor | 4.4836 | 7.62 | 1.3561 | 1.1344 | 1.143 | 1.1239 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Profitability (%) | 49.2063 | 40.625 | 58.0645 | 49.2063 | 40.625 | 58.0645 |
Ratio Avg Win / Avg Loss | 4.6282 | 11.1369 | 0.9794 | 1.171 | 1.6706 | 0.8117 |
Largest Winning Trade | 1317555 | 1317555 | 53160 | 6662142 | 6662142 | 3663900 |
Largest Losing Trade | -40278 | -34539 | -40278 | -7045263 | -7045263 | -3118611 |
Avg Bars in Trades | 206 | 190 | 222 | 206 | 190 | 222 |
Avg Bars in Winners | 325 | 338 | 315 | 325 | 338 | 315 |
Avg Bars in Losers | 91 | 89 | 94 | 91 | 89 | 94 |
Bars Traded | 13011 | 6099 | 6912 | 13011 | 6099 | 6912 |
Profit Streak | 0 | 0 | 163.0118 | 0 | 0 | 163.0118 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -130666 | 649352 | -298535 | -216137 | -58152 | -93130 |
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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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