Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1762134.2333 | 1663364.2079 | 98770.0253 | 7083908.1515 | 5746019.1487 | 1337889.0028 |
Total P&L (%) | 1762.1342 | 1663.3642 | 98.77 | 7083.9082 | 5746.0191 | 1337.889 |
Avg Daily Profit (%) | 0.7468 | 0.705 | 0.0419 | 0.1813 | 0.1726 | 0.113 |
Buy And Hold Return (%) | 485.4037 | 485.4037 | 485.4037 | 485.4037 | 485.4037 | 485.4037 |
Max Trade Drawdown | -147042 | -154536 | -58358 | -8968780 | -7941402 | -2291709 |
Profit Factor | 4.7871 | 7.1563 | 1.5062 | 1.2857 | 1.3827 | 1.1368 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 41.791 | 36.3636 | 47.0588 | 41.791 | 36.3636 | 47.0588 |
Ratio Avg Win / Avg Loss | 6.6678 | 12.5235 | 1.6945 | 1.7908 | 2.4198 | 1.2789 |
Largest Winning Trade | 1307657 | 1307657 | 65143 | 9782013 | 9782013 | 3994425 |
Largest Losing Trade | -40068 | -40068 | -39719 | -2428928 | -2428928 | -1385549 |
Avg Bars in Trades | 135 | 126 | 144 | 135 | 126 | 144 |
Avg Bars in Winners | 219 | 233 | 209 | 219 | 233 | 209 |
Avg Bars in Losers | 75 | 66 | 86 | 75 | 66 | 86 |
Bars Traded | 9102 | 4190 | 4912 | 9102 | 4190 | 4912 |
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 | -106670 | 461604 | -301475 | -115484 | 150340 | -116215 |
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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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