Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1684662.6344 | 1571007.3452 | 113655.2892 | 17481750.5402 | 17983750.7767 | -502000.2365 |
Total P&L (%) | 1684.6626 | 1571.0073 | 113.6553 | 17481.7505 | 17983.7508 | -502.0002 |
Avg Daily Profit (%) | 0.6736 | 0.6282 | 0.0454 | 0.2069 | 0.208 | 0 |
Buy And Hold Return (%) | 1932.4086 | 1932.4086 | 1932.4086 | 1932.4086 | 1932.4086 | 1932.4086 |
Max Trade Drawdown | -81095 | -66996 | -60498 | -13608686 | -8873535 | -8600664 |
Profit Factor | 5.3588 | 8.7616 | 1.6174 | 1.3643 | 1.7231 | 0.9783 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 48.4375 | 43.75 | 53.125 | 48.4375 | 43.75 | 53.125 |
Ratio Avg Win / Avg Loss | 5.7045 | 11.2649 | 1.4271 | 1.4524 | 2.2155 | 0.8632 |
Largest Winning Trade | 1055526 | 1055526 | 49643 | 14753428 | 14753428 | 5245093 |
Largest Losing Trade | -60498 | -24112 | -60498 | -6115467 | -3964772 | -6115467 |
Avg Bars in Trades | 111 | 127 | 95 | 111 | 127 | 95 |
Avg Bars in Winners | 152 | 196 | 116 | 152 | 196 | 116 |
Avg Bars in Losers | 72 | 73 | 72 | 72 | 73 | 72 |
Bars Traded | 7129 | 4065 | 3064 | 7129 | 4065 | 3064 |
Profit Streak | 0 | 163.8749 | 0 | 0 | 163.8749 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -289741 | -147049 | -295668 | -135533 | 355525 | -580405 |
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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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