Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 953915.3226 | 829959.5491 | 123955.7735 | 6161903.6095 | 5647354.6577 | 514548.9518 |
Total P&L (%) | 953.9153 | 829.9595 | 123.9558 | 6161.9036 | 5647.3547 | 514.549 |
Avg Daily Profit (%) | 0.5262 | 0.4579 | 0.0684 | 0.2285 | 0.2238 | 0.1002 |
Buy And Hold Return (%) | 206.8579 | 206.8579 | 206.8579 | 206.8579 | 206.8579 | 206.8579 |
Max Trade Drawdown | -98376 | -64805 | -44574 | -10335019 | -7533843 | -3892762 |
Profit Factor | 3.0697 | 4.0725 | 1.6498 | 1.2647 | 1.4356 | 1.0499 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 48.4848 | 48.4848 | 48.4848 | 48.4848 | 48.4848 | 48.4848 |
Ratio Avg Win / Avg Loss | 3.2616 | 4.3271 | 1.7529 | 1.3438 | 1.5253 | 1.1155 |
Largest Winning Trade | 320477 | 320477 | 71247 | 8352554 | 8352554 | 2406526 |
Largest Losing Trade | -38737 | -38737 | -25398 | -3105018 | -2618485 | -3105018 |
Avg Bars in Trades | 160 | 150 | 170 | 160 | 150 | 170 |
Avg Bars in Winners | 250 | 233 | 267 | 250 | 233 | 267 |
Avg Bars in Losers | 75 | 71 | 79 | 75 | 71 | 79 |
Bars Traded | 10572 | 4950 | 5622 | 10572 | 4950 | 5622 |
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 | -114076 | 523121 | -264896 | -120939 | 347405 | -228656 |
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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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