Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2076252.7643 | 2012343.8322 | 63908.9321 | 2655477.106 | 1138037.6564 | 1517439.4496 |
Total P&L (%) | 2076.2528 | 2012.3438 | 63.9089 | 2655.4771 | 1138.0377 | 1517.4395 |
Avg Daily Profit (%) | 0.9187 | 0.8904 | 0.0283 | 0.1468 | 0.1114 | 0.1232 |
Buy And Hold Return (%) | 468.1063 | 468.1063 | 468.1063 | 468.1063 | 468.1063 | 468.1063 |
Max Trade Drawdown | -118912 | -78340 | -88758 | -6529182 | -4608096 | -4149534 |
Profit Factor | 4.6152 | 8.7276 | 1.2036 | 1.1241 | 1.0952 | 1.1605 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 41.9355 | 38.7097 | 45.1613 | 41.9355 | 38.7097 | 45.1613 |
Ratio Avg Win / Avg Loss | 6.3903 | 13.8186 | 1.4615 | 1.5564 | 1.7341 | 1.4092 |
Largest Winning Trade | 1659000 | 1659000 | 56785 | 3760561 | 3760561 | 1841691 |
Largest Losing Trade | -62788 | -28785 | -62788 | -2920095 | -1709231 | -2920095 |
Avg Bars in Trades | 65 | 71 | 59 | 65 | 71 | 59 |
Avg Bars in Winners | 103 | 110 | 97 | 103 | 110 | 97 |
Avg Bars in Losers | 38 | 47 | 28 | 38 | 47 | 28 |
Bars Traded | 4062 | 2223 | 1839 | 4062 | 2223 | 1839 |
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 | -142967 | 553880 | -323307 | -242352 | -166970 | -76877 |
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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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