Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1475831.7163 | 1376864.8239 | 98966.8924 | 5020139.6885 | 1647816.5084 | 3372323.1801 |
Total P&L (%) | 1475.8317 | 1376.8648 | 98.9669 | 5020.1397 | 1647.8165 | 3372.3232 |
Avg Daily Profit (%) | 0.654 | 0.6101 | 0.0439 | 0.1746 | 0.1269 | 0.1573 |
Buy And Hold Return (%) | 488.3679 | 488.3679 | 488.3679 | 488.3679 | 488.3679 | 488.3679 |
Max Trade Drawdown | -92521 | -89940 | -80232 | -2957963 | -2978519 | -1346181 |
Profit Factor | 4.6736 | 7.1654 | 1.5547 | 1.4143 | 1.2044 | 1.8314 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 30 | 11 | 19 | 30 | 11 | 19 |
Losing Trades | 36 | 22 | 14 | 36 | 22 | 14 |
Profitability (%) | 45.4545 | 33.3333 | 57.5758 | 45.4545 | 33.3333 | 57.5758 |
Ratio Avg Win / Avg Loss | 5.6084 | 14.3308 | 1.1456 | 1.6972 | 2.4089 | 1.3495 |
Largest Winning Trade | 989981 | 989981 | 55451 | 3233662 | 3233662 | 1624315 |
Largest Losing Trade | -36346 | -36346 | -32084 | -1346181 | -1026006 | -1346181 |
Avg Bars in Trades | 98 | 84 | 113 | 98 | 84 | 113 |
Avg Bars in Winners | 160 | 176 | 151 | 160 | 176 | 151 |
Avg Bars in Losers | 47 | 39 | 60 | 47 | 39 | 60 |
Bars Traded | 6533 | 2802 | 3731 | 6533 | 2802 | 3731 |
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 | -114163 | 370563 | -297513 | -120831 | -31919 | 393510 |
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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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