Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2179840.7379 | 1998216.9474 | 181623.7905 | 10572438.5793 | 3025113.1484 | 7547325.4309 |
Total P&L (%) | 2179.8407 | 1998.2169 | 181.6238 | 10572.4386 | 3025.1131 | 7547.3254 |
Avg Daily Profit (%) | 1.1797 | 1.0814 | 0.0983 | 0.2531 | 0.1865 | 0.235 |
Buy And Hold Return (%) | 79.342 | 79.342 | 79.342 | 79.342 | 79.342 | 79.342 |
Max Trade Drawdown | -89511 | -88062 | -50861 | -8671338 | -5864325 | -4874117 |
Profit Factor | 8.3465 | 12.8068 | 2.4248 | 1.5002 | 1.2616 | 1.7882 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 22 | 8 | 14 | 22 | 8 | 14 |
Losing Trades | 37 | 22 | 15 | 37 | 22 | 15 |
Profitability (%) | 37.2881 | 26.6667 | 48.2759 | 37.2881 | 26.6667 | 48.2759 |
Ratio Avg Win / Avg Loss | 14.0373 | 35.2187 | 2.598 | 2.523 | 3.4695 | 1.9159 |
Largest Winning Trade | 1807241 | 1807241 | 61743 | 5409783 | 5409783 | 3995524 |
Largest Losing Trade | -39701 | -21908 | -39701 | -3571321 | -2044276 | -3571321 |
Avg Bars in Trades | 118 | 99 | 137 | 118 | 99 | 137 |
Avg Bars in Winners | 226 | 232 | 223 | 226 | 232 | 223 |
Avg Bars in Losers | 53 | 50 | 58 | 53 | 50 | 58 |
Bars Traded | 6968 | 2974 | 3994 | 6968 | 2974 | 3994 |
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 | -162697 | -578 | -62813 | -173811 | -13634 | 396094 |
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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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