Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 7614102.3103 | 7647449.2716 | -33346.9613 | 1836870.1498 | 1706955.0128 | 129915.1371 |
Total P&L (%) | 7614.1023 | 7647.4493 | -33.347 | 1836.8702 | 1706.955 | 129.9151 |
Avg Daily Profit (%) | 3.8778 | 3.8948 | -0.017 | 0.1511 | 0.1475 | 0.0424 |
Buy And Hold Return (%) | 1332.2386 | 1332.2386 | 1332.2386 | 1332.2386 | 1332.2386 | 1332.2386 |
Max Trade Drawdown | -103542 | -81620 | -60874 | -4382173 | -3504626 | -1227453 |
Profit Factor | 16.5949 | 26.8494 | 0.8267 | 1.1603 | 1.2217 | 1.0345 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 43.4783 | 44.1176 | 42.8571 | 43.4783 | 44.1176 | 42.8571 |
Ratio Avg Win / Avg Loss | 21.5734 | 34.0093 | 1.1022 | 1.5084 | 1.5474 | 1.3794 |
Largest Winning Trade | 7633369 | 7633369 | 20743 | 2576056 | 2576056 | 546482 |
Largest Losing Trade | -38685 | -33839 | -38685 | -969068 | -894949 | -969068 |
Avg Bars in Trades | 107 | 187 | 31 | 107 | 187 | 31 |
Avg Bars in Winners | 150 | 269 | 32 | 150 | 269 | 32 |
Avg Bars in Losers | 75 | 121 | 30 | 75 | 121 | 30 |
Bars Traded | 7449 | 6360 | 1089 | 7449 | 6360 | 1089 |
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 | -85304 | 764499 | -581898 | -192246 | -75570 | -487350 |
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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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