Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1826748.8795 | 1695011.2024 | 131737.6771 | 3860286.0397 | -136499.617 | 3996785.6567 |
Total P&L (%) | 1826.7489 | 1695.0112 | 131.7377 | 3860.286 | -136.4996 | 3996.7857 |
Avg Daily Profit (%) | 0.9817 | 0.9109 | 0.0708 | 0.1979 | 0 | 0.1997 |
Buy And Hold Return (%) | 90.1193 | 90.1193 | 90.1193 | 90.1193 | 90.1193 | 90.1193 |
Max Trade Drawdown | -107626 | -104466 | -49204 | -8772829 | -7429412 | -3202060 |
Profit Factor | 5.5497 | 8.9692 | 1.6977 | 1.1961 | 0.9883 | 1.497 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 26 | 10 | 16 | 26 | 10 | 16 |
Losing Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Profitability (%) | 40.625 | 31.25 | 50 | 40.625 | 31.25 | 50 |
Ratio Avg Win / Avg Loss | 8.1111 | 19.7323 | 1.6977 | 1.7481 | 2.1742 | 1.497 |
Largest Winning Trade | 1558553 | 1558553 | 67003 | 3758509 | 3758509 | 2738448 |
Largest Losing Trade | -34908 | -30345 | -34908 | -3396486 | -3396486 | -2087491 |
Avg Bars in Trades | 112 | 96 | 128 | 112 | 96 | 128 |
Avg Bars in Winners | 189 | 203 | 179 | 189 | 203 | 179 |
Avg Bars in Losers | 59 | 46 | 76 | 59 | 46 | 76 |
Bars Traded | 7171 | 3072 | 4099 | 7171 | 3072 | 4099 |
Profit Streak | 34.3803 | 0 | 86.1303 | 34.3803 | 0 | 86.1303 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -125359 | 520794 | -116366 | -142602 | -585324 | 369060 |
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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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