Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2302171.8464 | 2178247.7365 | 123924.1098 | 6540509.4612 | 8328252.0618 | -1787742.6005 |
Total P&L (%) | 2302.1718 | 2178.2477 | 123.9241 | 6540.5095 | 8328.2521 | -1787.7426 |
Avg Daily Profit (%) | 1.0405 | 0.9844 | 0.056 | 0.1898 | 0.2006 | 0 |
Buy And Hold Return (%) | 378.0371 | 378.0371 | 378.0371 | 378.0371 | 378.0371 | 378.0371 |
Max Trade Drawdown | -128041 | -49640 | -104205 | -10741692 | -5641024 | -9572805 |
Profit Factor | 5.6893 | 12.557 | 1.4097 | 1.1731 | 1.5647 | 0.9224 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 43.3333 | 43.3333 | 43.3333 | 43.3333 | 43.3333 | 43.3333 |
Ratio Avg Win / Avg Loss | 7.4399 | 16.4207 | 1.8435 | 1.5341 | 2.0462 | 1.2062 |
Largest Winning Trade | 1977261 | 1977261 | 52351 | 7780610 | 7780610 | 3648978 |
Largest Losing Trade | -36936 | -36152 | -36936 | -4281305 | -2135068 | -4281305 |
Avg Bars in Trades | 106 | 98 | 114 | 106 | 98 | 114 |
Avg Bars in Winners | 179 | 152 | 206 | 179 | 152 | 206 |
Avg Bars in Losers | 51 | 57 | 44 | 51 | 57 | 44 |
Bars Traded | 6397 | 2964 | 3433 | 6397 | 2964 | 3433 |
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 | -155024 | 662001 | -284682 | -197112 | 295760 | -581751 |
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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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