Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1670906.9604 | 1531299.9619 | 139606.9986 | 10227376.0488 | -2468803.1178 | 12696179.1666 |
Total P&L (%) | 1670.907 | 1531.3 | 139.607 | 10227.376 | -2468.8031 | 12696.1792 |
Avg Daily Profit (%) | 0.9303 | 0.8525 | 0.0777 | 0.2585 | 0 | 0.2705 |
Buy And Hold Return (%) | 347.9544 | 347.9544 | 347.9544 | 347.9544 | 347.9544 | 347.9544 |
Max Trade Drawdown | -76301 | -62152 | -93300 | -10913552 | -12406336 | -4703401 |
Profit Factor | 4.5703 | 8.1923 | 1.5473 | 1.2978 | 0.8826 | 1.9531 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 42.1875 | 34.375 | 50 | 42.1875 | 34.375 | 50 |
Ratio Avg Win / Avg Loss | 6.263 | 15.6399 | 1.5473 | 1.7784 | 1.6849 | 1.9531 |
Largest Winning Trade | 1056649 | 1056649 | 66875 | 7134529 | 6243047 | 7134529 |
Largest Losing Trade | -58746 | -21857 | -58746 | -4313741 | -3089138 | -4313741 |
Avg Bars in Trades | 162 | 130 | 193 | 162 | 130 | 193 |
Avg Bars in Winners | 291 | 252 | 318 | 291 | 252 | 318 |
Avg Bars in Losers | 67 | 67 | 68 | 67 | 67 | 68 |
Bars Traded | 10378 | 4183 | 6195 | 10378 | 4183 | 6195 |
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 | -127566 | 495547 | -252276 | -137096 | -584108 | 443426 |
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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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