Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1966541.6788 | 1847481.4764 | 119060.2024 | 9764056.1552 | 276487.9805 | 9487568.1748 |
Total P&L (%) | 1966.5417 | 1847.4815 | 119.0602 | 9764.0562 | 276.488 | 9487.5682 |
Avg Daily Profit (%) | 0.8311 | 0.7807 | 0.0503 | 0.1942 | 0.056 | 0.193 |
Buy And Hold Return (%) | 549.8227 | 549.8227 | 549.8227 | 549.8227 | 549.8227 | 549.8227 |
Max Trade Drawdown | -80662 | -131852 | -32876 | -13930251 | -8884136 | -5046115 |
Profit Factor | 5.5659 | 8.3038 | 1.6698 | 1.3848 | 1.0157 | 2.2154 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 40.9836 | 38.7097 | 43.3333 | 40.9836 | 38.7097 | 43.3333 |
Ratio Avg Win / Avg Loss | 8.015 | 13.1477 | 2.1836 | 1.9941 | 1.6082 | 2.897 |
Largest Winning Trade | 1493127 | 1493127 | 51534 | 8092106 | 5962055 | 8092106 |
Largest Losing Trade | -33850 | -25815 | -33850 | -5397438 | -5397438 | -2287918 |
Avg Bars in Trades | 224 | 178 | 271 | 224 | 178 | 271 |
Avg Bars in Winners | 379 | 314 | 439 | 379 | 314 | 439 |
Avg Bars in Losers | 116 | 93 | 142 | 116 | 93 | 142 |
Bars Traded | 13681 | 5546 | 8135 | 13681 | 5546 | 8135 |
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 | -150979 | 515086 | -290975 | -160082 | -490401 | 343937 |
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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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