Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1790242.0527 | 1643707.6682 | 146534.3845 | 18447534.7757 | 5303810.4587 | 13143724.3171 |
Total P&L (%) | 1790.2421 | 1643.7077 | 146.5344 | 18447.5348 | 5303.8105 | 13143.7243 |
Avg Daily Profit (%) | 0.7584 | 0.6963 | 0.0621 | 0.2215 | 0.1692 | 0.2072 |
Buy And Hold Return (%) | 443.0038 | 443.0038 | 443.0038 | 443.0038 | 443.0038 | 443.0038 |
Max Trade Drawdown | -102261 | -144399 | -58903 | -21452059 | -22327860 | -11038972 |
Profit Factor | 5.2535 | 7.6338 | 1.8465 | 1.2951 | 1.1322 | 1.5871 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 30 | 12 | 18 | 30 | 12 | 18 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 46.1538 | 37.5 | 54.5455 | 46.1538 | 37.5 | 54.5455 |
Ratio Avg Win / Avg Loss | 6.1291 | 12.723 | 1.5387 | 1.5109 | 1.8869 | 1.3226 |
Largest Winning Trade | 1185424 | 1185424 | 61509 | 20108591 | 20108591 | 8698610 |
Largest Losing Trade | -30892 | -29489 | -30892 | -8155235 | -8155235 | -4867409 |
Avg Bars in Trades | 105 | 92 | 116 | 105 | 92 | 116 |
Avg Bars in Winners | 151 | 161 | 144 | 151 | 161 | 144 |
Avg Bars in Losers | 65 | 51 | 83 | 65 | 51 | 83 |
Bars Traded | 6825 | 2965 | 3860 | 6825 | 2965 | 3860 |
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 | -119168 | 483648 | -271751 | -128386 | -71149 | 378073 |
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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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