Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2390456.7469 | 2273770.3298 | 116686.4171 | 5963251.4873 | 9818834.3846 | -3855582.8972 |
Total P&L (%) | 2390.4567 | 2273.7703 | 116.6864 | 5963.2515 | 9818.8344 | -3855.5829 |
Avg Daily Profit (%) | 1.0805 | 1.0278 | 0.0527 | 0.1857 | 0.208 | 0 |
Buy And Hold Return (%) | 304.2977 | 304.2977 | 304.2977 | 304.2977 | 304.2977 | 304.2977 |
Max Trade Drawdown | -138653 | -73900 | -114652 | -18145729 | -9744472 | -13053467 |
Profit Factor | 5.8493 | 11.6971 | 1.4162 | 1.1315 | 1.493 | 0.8485 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Profitability (%) | 44.7761 | 48.4848 | 41.1765 | 44.7761 | 48.4848 | 41.1765 |
Ratio Avg Win / Avg Loss | 7.2141 | 12.4281 | 2.0231 | 1.3955 | 1.5863 | 1.2121 |
Largest Winning Trade | 2071589 | 2071589 | 54559 | 11522561 | 11522561 | 4484642 |
Largest Losing Trade | -38850 | -38357 | -38850 | -5531798 | -3627642 | -5531798 |
Avg Bars in Trades | 94 | 87 | 102 | 94 | 87 | 102 |
Avg Bars in Winners | 164 | 135 | 197 | 164 | 135 | 197 |
Avg Bars in Losers | 38 | 42 | 35 | 38 | 42 | 35 |
Bars Traded | 6351 | 2879 | 3472 | 6351 | 2879 | 3472 |
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 | -101481 | 766005 | -289802 | -191323 | 355193 | -582559 |
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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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