Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1463833.1741 | 1339755.8406 | 124077.3334 | 8750919.3667 | 3206001.4312 | 5544917.9355 |
Total P&L (%) | 1463.8332 | 1339.7558 | 124.0773 | 8750.9194 | 3206.0014 | 5544.9179 |
Avg Daily Profit (%) | 0.585 | 0.5354 | 0.0496 | 0.1793 | 0.1399 | 0.1613 |
Buy And Hold Return (%) | 467.8791 | 467.8791 | 467.8791 | 467.8791 | 467.8791 | 467.8791 |
Max Trade Drawdown | -106136 | -49542 | -36885 | -4201256 | -3065374 | -1879492 |
Profit Factor | 4.7931 | 7.7339 | 1.6637 | 1.6704 | 1.4 | 2.1006 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 40.9836 | 35.4839 | 46.6667 | 40.9836 | 35.4839 | 46.6667 |
Ratio Avg Win / Avg Loss | 6.9021 | 14.0617 | 1.9013 | 2.4054 | 2.5455 | 2.4007 |
Largest Winning Trade | 909744 | 909744 | 51258 | 4057166 | 4057166 | 3807127 |
Largest Losing Trade | -36885 | -22612 | -36885 | -1964273 | -1964273 | -1050759 |
Avg Bars in Trades | 118 | 112 | 125 | 118 | 112 | 125 |
Avg Bars in Winners | 211 | 202 | 217 | 211 | 202 | 217 |
Avg Bars in Losers | 54 | 62 | 44 | 54 | 62 | 44 |
Bars Traded | 7224 | 3472 | 3752 | 7224 | 3472 | 3752 |
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 | -153809 | 378545 | -290663 | -158758 | -9833 | 372875 |
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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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