Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2413423.4853 | 2333100.9866 | 80322.4986 | 3901014.5847 | 2791593.5343 | 1109421.0504 |
Total P&L (%) | 2413.4235 | 2333.101 | 80.3225 | 3901.0146 | 2791.5935 | 1109.4211 |
Avg Daily Profit (%) | 1.0912 | 1.0549 | 0.0363 | 0.1669 | 0.1522 | 0.1128 |
Buy And Hold Return (%) | 678.4634 | 678.4634 | 678.4634 | 678.4634 | 678.4634 | 678.4634 |
Max Trade Drawdown | -114109 | -60922 | -89248 | -12435660 | -7099781 | -8977258 |
Profit Factor | 6.0582 | 13.95 | 1.2705 | 1.1282 | 1.2066 | 1.0655 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 52.2388 | 51.5152 | 52.9412 | 52.2388 | 51.5152 | 52.9412 |
Ratio Avg Win / Avg Loss | 5.5389 | 13.1294 | 1.1293 | 1.0315 | 1.1357 | 0.9471 |
Largest Winning Trade | 2069367 | 2069367 | 57628 | 6209474 | 6209474 | 2580177 |
Largest Losing Trade | -68523 | -36379 | -68523 | -5627209 | -5627209 | -4879190 |
Avg Bars in Trades | 97 | 95 | 98 | 97 | 95 | 98 |
Avg Bars in Winners | 124 | 112 | 136 | 124 | 112 | 136 |
Avg Bars in Losers | 66 | 76 | 56 | 66 | 76 | 56 |
Bars Traded | 6503 | 3138 | 3365 | 6503 | 3138 | 3365 |
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 | -101378 | 697178 | -309892 | -193344 | 186987 | -201099 |
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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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