Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1574308.4015 | 1407426.1611 | 166882.2404 | 17326083.0975 | 8321648.5034 | 9004434.5941 |
Total P&L (%) | 1574.3084 | 1407.4262 | 166.8822 | 17326.0831 | 8321.6485 | 9004.4346 |
Avg Daily Profit (%) | 0.8323 | 0.7441 | 0.0882 | 0.2732 | 0.2347 | 0.2388 |
Buy And Hold Return (%) | 303.8437 | 303.8437 | 303.8437 | 303.8437 | 303.8437 | 303.8437 |
Max Trade Drawdown | -69203 | -62921 | -55382 | -16825186 | -5724639 | -11569902 |
Profit Factor | 5.2074 | 7.7021 | 2.0165 | 1.4909 | 1.4174 | 1.5864 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 24 | 9 | 15 | 24 | 9 | 15 |
Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Profitability (%) | 35.2941 | 26.4706 | 44.1176 | 35.2941 | 26.4706 | 44.1176 |
Ratio Avg Win / Avg Loss | 9.5469 | 21.3948 | 2.5542 | 2.7333 | 3.9372 | 2.0094 |
Largest Winning Trade | 966131 | 966131 | 64948 | 8781048 | 7646240 | 8781048 |
Largest Losing Trade | -22119 | -19840 | -22119 | -4596071 | -3389049 | -4596071 |
Avg Bars in Trades | 53 | 50 | 57 | 53 | 50 | 57 |
Avg Bars in Winners | 107 | 116 | 102 | 107 | 116 | 102 |
Avg Bars in Losers | 24 | 26 | 21 | 24 | 26 | 21 |
Bars Traded | 3657 | 1711 | 1946 | 3657 | 1711 | 1946 |
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 | -99567 | -3794 | -239420 | -108471 | -13104 | 324343 |
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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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