Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1960641.1075 | 1784702.2674 | 175938.8401 | 13485674.0721 | 9167189.9253 | 4318484.1468 |
Total P&L (%) | 1960.6411 | 1784.7023 | 175.9388 | 13485.6741 | 9167.1899 | 4318.4841 |
Avg Daily Profit (%) | 0.8625 | 0.7851 | 0.0774 | 0.2163 | 0.1994 | 0.1668 |
Buy And Hold Return (%) | 73.7018 | 73.7018 | 73.7018 | 73.7018 | 73.7018 | 73.7018 |
Max Trade Drawdown | -106059 | -48586 | -69660 | -12392267 | -7970907 | -9807831 |
Profit Factor | 5.2378 | 9.0002 | 1.7344 | 1.3291 | 1.4856 | 1.1954 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 28 | 11 | 17 | 28 | 11 | 17 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 43.75 | 34.375 | 53.125 | 43.75 | 34.375 | 53.125 |
Ratio Avg Win / Avg Loss | 6.7344 | 17.1821 | 1.5304 | 1.7088 | 2.8361 | 1.0548 |
Largest Winning Trade | 1331826 | 1331826 | 54600 | 8408884 | 8408884 | 5540343 |
Largest Losing Trade | -33894 | -22007 | -33894 | -5779846 | -3115381 | -5779846 |
Avg Bars in Trades | 103 | 84 | 121 | 103 | 84 | 121 |
Avg Bars in Winners | 198 | 182 | 209 | 198 | 182 | 209 |
Avg Bars in Losers | 28 | 33 | 22 | 28 | 33 | 22 |
Bars Traded | 6601 | 2707 | 3894 | 6601 | 2707 | 3894 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -125018 | 556480 | -90262 | -136658 | 153115 | 90939 |
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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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