Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1831222.3342 | 1729840.0849 | 101382.2493 | 6640264.8127 | 2950380.429 | 3689884.3837 |
Total P&L (%) | 1831.2223 | 1729.8401 | 101.3822 | 6640.2648 | 2950.3804 | 3689.8844 |
Avg Daily Profit (%) | 0.7746 | 0.7317 | 0.0429 | 0.1783 | 0.1447 | 0.1539 |
Buy And Hold Return (%) | 514.6136 | 514.6136 | 514.6136 | 514.6136 | 514.6136 | 514.6136 |
Max Trade Drawdown | -127844 | -151302 | -37247 | -9430713 | -9968879 | -3346536 |
Profit Factor | 4.7803 | 6.7537 | 1.5517 | 1.2304 | 1.1531 | 1.3865 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 28 | 10 | 18 | 28 | 10 | 18 |
Losing Trades | 36 | 22 | 14 | 36 | 22 | 14 |
Profitability (%) | 43.75 | 31.25 | 56.25 | 43.75 | 31.25 | 56.25 |
Ratio Avg Win / Avg Loss | 6.1461 | 14.8582 | 1.2069 | 1.5819 | 2.5368 | 1.0784 |
Largest Winning Trade | 1369396 | 1369396 | 67740 | 9849337 | 9849337 | 5110086 |
Largest Losing Trade | -38737 | -38737 | -37247 | -2898961 | -2898961 | -1616621 |
Avg Bars in Trades | 214 | 198 | 230 | 214 | 198 | 230 |
Avg Bars in Winners | 342 | 409 | 305 | 342 | 409 | 305 |
Avg Bars in Losers | 114 | 102 | 133 | 114 | 102 | 133 |
Bars Traded | 13714 | 6350 | 7364 | 13714 | 6350 | 7364 |
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 | -128240 | 395875 | -299006 | -137586 | -58690 | 325210 |
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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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