Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2187309.8038 | 2072376.5046 | 114933.2992 | 7886597.3087 | 3511043.7011 | 4375553.6076 |
Total P&L (%) | 2187.3098 | 2072.3765 | 114.9333 | 7886.5973 | 3511.0437 | 4375.5536 |
Avg Daily Profit (%) | 0.9699 | 0.9189 | 0.051 | 0.1944 | 0.1592 | 0.1687 |
Buy And Hold Return (%) | 218.4091 | 218.4091 | 218.4091 | 218.4091 | 218.4091 | 218.4091 |
Max Trade Drawdown | -142121 | -72106 | -109485 | -10482041 | -10120878 | -6456036 |
Profit Factor | 5.2481 | 8.9291 | 1.4533 | 1.2125 | 1.1714 | 1.2631 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 40 | 36.8421 | 43.2432 | 40 | 36.8421 | 43.2432 |
Ratio Avg Win / Avg Loss | 7.8722 | 15.3071 | 1.9075 | 1.8187 | 2.0081 | 1.6578 |
Largest Winning Trade | 1569703 | 1569703 | 62860 | 7827781 | 7827781 | 3748283 |
Largest Losing Trade | -35702 | -28616 | -35702 | -2794250 | -2763815 | -2794250 |
Avg Bars in Trades | 114 | 103 | 126 | 114 | 103 | 126 |
Avg Bars in Winners | 209 | 198 | 218 | 209 | 198 | 218 |
Avg Bars in Losers | 51 | 47 | 55 | 51 | 47 | 55 |
Bars Traded | 8589 | 3925 | 4664 | 8589 | 3925 | 4664 |
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 | -43876 | 600966 | -291123 | -56516 | -28290 | 220231 |
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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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