Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1423364.9179 | 1326351.1938 | 97013.7241 | 2509115.1248 | 856436.1319 | 1652678.993 |
Total P&L (%) | 1423.3649 | 1326.3512 | 97.0137 | 2509.1151 | 856.4361 | 1652.679 |
Avg Daily Profit (%) | 0.7946 | 0.7405 | 0.0542 | 0.1823 | 0.1261 | 0.16 |
Buy And Hold Return (%) | 224.1499 | 224.1499 | 224.1499 | 224.1499 | 224.1499 | 224.1499 |
Max Trade Drawdown | -75189 | -71326 | -121015 | -3692473 | -3920369 | -2205656 |
Profit Factor | 4.1835 | 7.9979 | 1.3766 | 1.1814 | 1.1249 | 1.237 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 28 | 11 | 17 | 28 | 11 | 17 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 43.75 | 34.375 | 53.125 | 43.75 | 34.375 | 53.125 |
Ratio Avg Win / Avg Loss | 5.3788 | 15.2688 | 1.2147 | 1.519 | 2.1476 | 1.0915 |
Largest Winning Trade | 1011237 | 1011237 | 68333 | 2615975 | 2615975 | 2127611 |
Largest Losing Trade | -73330 | -20948 | -73330 | -2108008 | -1144610 | -2108008 |
Avg Bars in Trades | 108 | 87 | 128 | 108 | 87 | 128 |
Avg Bars in Winners | 181 | 164 | 192 | 181 | 164 | 192 |
Avg Bars in Losers | 51 | 47 | 55 | 51 | 47 | 55 |
Bars Traded | 6914 | 2810 | 4104 | 6914 | 2810 | 4104 |
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 | -126325 | 516771 | -285445 | -158148 | -114673 | 279623 |
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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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