Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2027203.781 | 1887560.0779 | 139643.7031 | 6311329.6046 | 460960.251 | 5850369.3536 |
Total P&L (%) | 2027.2038 | 1887.5601 | 139.6437 | 6311.3296 | 460.9603 | 5850.3694 |
Avg Daily Profit (%) | 0.8957 | 0.834 | 0.0617 | 0.184 | 0.0762 | 0.1807 |
Buy And Hold Return (%) | 199.5745 | 199.5745 | 199.5745 | 199.5745 | 199.5745 | 199.5745 |
Max Trade Drawdown | -78777 | -104664 | -19286 | -8872884 | -8491771 | -1680802 |
Profit Factor | 5.9779 | 6.8088 | 2.6968 | 1.2311 | 1.0214 | 2.0132 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 49.2537 | 42.4242 | 55.8824 | 49.2537 | 42.4242 | 55.8824 |
Ratio Avg Win / Avg Loss | 6.159 | 9.2406 | 2.1291 | 1.2684 | 1.3862 | 1.5894 |
Largest Winning Trade | 1467621 | 1467621 | 28673 | 7009634 | 7009634 | 2129050 |
Largest Losing Trade | -41491 | -41491 | -10495 | -3746032 | -3746032 | -945811 |
Avg Bars in Trades | 131 | 235 | 31 | 131 | 235 | 31 |
Avg Bars in Winners | 156 | 325 | 32 | 156 | 325 | 32 |
Avg Bars in Losers | 107 | 168 | 30 | 107 | 168 | 30 |
Bars Traded | 8837 | 7760 | 1077 | 8837 | 7760 | 1077 |
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 | -99528 | 675101 | -270425 | -113726 | -295951 | 447975 |
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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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