Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2019669.7532 | 1889209.2595 | 130460.4936 | 6786198.6786 | 2079403.8116 | 4706794.8671 |
Total P&L (%) | 2019.6698 | 1889.2093 | 130.4605 | 6786.1987 | 2079.4038 | 4706.7949 |
Avg Daily Profit (%) | 0.8945 | 0.8367 | 0.0578 | 0.1876 | 0.1366 | 0.1717 |
Buy And Hold Return (%) | 271.159 | 271.159 | 271.159 | 271.159 | 271.159 | 271.159 |
Max Trade Drawdown | -104079 | -70442 | -50141 | -7514918 | -4971486 | -4420688 |
Profit Factor | 5.2729 | 8.9605 | 1.5543 | 1.2777 | 1.1629 | 1.4032 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 45.5882 | 44.1176 | 47.0588 | 45.5882 | 44.1176 | 47.0588 |
Ratio Avg Win / Avg Loss | 6.2934 | 11.35 | 1.7486 | 1.525 | 1.473 | 1.5786 |
Largest Winning Trade | 1508300 | 1508300 | 63444 | 5669699 | 5669699 | 3188614 |
Largest Losing Trade | -49700 | -35971 | -49700 | -3501632 | -2540585 | -3501632 |
Avg Bars in Trades | 96 | 99 | 93 | 96 | 99 | 93 |
Avg Bars in Winners | 144 | 142 | 145 | 144 | 142 | 145 |
Avg Bars in Losers | 56 | 66 | 46 | 56 | 66 | 46 |
Bars Traded | 6573 | 3398 | 3175 | 6573 | 3398 | 3175 |
Profit Streak | 0 | 0 | 152.518 | 0 | 0 | 152.518 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -94250 | 698377 | -278996 | -106502 | -53910 | 339246 |
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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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