Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4631223.9889 | 4498167.6508 | 133056.3381 | 8822682.6381 | 4899894.011 | 3922788.627 |
Total P&L (%) | 4631.224 | 4498.1677 | 133.0563 | 8822.6826 | 4899.894 | 3922.7886 |
Avg Daily Profit (%) | 2.0927 | 2.0326 | 0.0601 | 0.2032 | 0.1769 | 0.1671 |
Buy And Hold Return (%) | 702.0812 | 702.0812 | 702.0812 | 702.0812 | 702.0812 | 702.0812 |
Max Trade Drawdown | -85271 | -77048 | -74252 | -21989733 | -17589508 | -19429168 |
Profit Factor | 12.164 | 23.9322 | 1.6084 | 1.1399 | 1.1849 | 1.1073 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 43.5484 | 45.1613 | 41.9355 | 43.5484 | 45.1613 | 41.9355 |
Ratio Avg Win / Avg Loss | 15.7682 | 29.0605 | 2.2271 | 1.4776 | 1.4388 | 1.5331 |
Largest Winning Trade | 4417496 | 4417496 | 54529 | 10386337 | 10386337 | 7435671 |
Largest Losing Trade | -35983 | -35983 | -30858 | -9161077 | -9122015 | -9161077 |
Avg Bars in Trades | 104 | 95 | 113 | 104 | 95 | 113 |
Avg Bars in Winners | 174 | 146 | 204 | 174 | 146 | 204 |
Avg Bars in Losers | 50 | 53 | 47 | 50 | 53 | 47 |
Bars Traded | 6462 | 2955 | 3507 | 6462 | 2955 | 3507 |
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 | -138739 | 736097 | -278548 | -219862 | -11200 | -97780 |
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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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