Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3116701.9181 | 3028108.6286 | 88593.2895 | 2039645.6848 | 4755967.0137 | -2716321.3289 |
Total P&L (%) | 3116.7019 | 3028.1086 | 88.5933 | 2039.6457 | 4755.967 | -2716.3213 |
Avg Daily Profit (%) | 1.3437 | 1.3055 | 0.0382 | 0.1322 | 0.1675 | 0 |
Buy And Hold Return (%) | 16.7426 | 16.7426 | 16.7426 | 16.7426 | 16.7426 | 16.7426 |
Max Trade Drawdown | -126504 | -167357 | -92751 | -15846696 | -11847420 | -12262012 |
Profit Factor | 5.6792 | 8.5631 | 1.3334 | 1.0489 | 1.1898 | 0.8365 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 20 | 9 | 11 | 20 | 9 | 11 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 32.7869 | 30 | 35.4839 | 32.7869 | 30 | 35.4839 |
Ratio Avg Win / Avg Loss | 11.6423 | 19.9807 | 2.4244 | 2.1503 | 2.7763 | 1.521 |
Largest Winning Trade | 2678437 | 2678437 | 55855 | 11794653 | 11794653 | 5164017 |
Largest Losing Trade | -70051 | -70051 | -42477 | -7315154 | -6047531 | -7315154 |
Avg Bars in Trades | 67 | 83 | 51 | 67 | 83 | 51 |
Avg Bars in Winners | 126 | 146 | 109 | 126 | 146 | 109 |
Avg Bars in Losers | 38 | 55 | 19 | 38 | 55 | 19 |
Bars Traded | 4093 | 2497 | 1597 | 4093 | 2497 | 1597 |
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 | -151040 | 515079 | -147304 | -354735 | -10661 | -583685 |
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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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