Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1840660.9561 | 1737363.6673 | 103297.2888 | 6990113.4221 | 4397938.0281 | 2592175.394 |
Total P&L (%) | 1840.661 | 1737.3637 | 103.2973 | 6990.1134 | 4397.938 | 2592.1754 |
Avg Daily Profit (%) | 0.8097 | 0.7642 | 0.0454 | 0.1876 | 0.1676 | 0.145 |
Buy And Hold Return (%) | 176.8817 | 176.8817 | 176.8817 | 176.8817 | 176.8817 | 176.8817 |
Max Trade Drawdown | -78163 | -58307 | -55972 | -13460112 | -8083799 | -7182593 |
Profit Factor | 4.924 | 8.2128 | 1.4527 | 1.2018 | 1.2446 | 1.1555 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 49.1803 | 45.1613 | 53.3333 | 49.1803 | 45.1613 | 53.3333 |
Ratio Avg Win / Avg Loss | 5.0882 | 9.9727 | 1.2711 | 1.2418 | 1.5114 | 1.0111 |
Largest Winning Trade | 1255969 | 1255969 | 58343 | 7199081 | 7199081 | 5529081 |
Largest Losing Trade | -36164 | -31019 | -36164 | -4938676 | -4193631 | -4938676 |
Avg Bars in Trades | 103 | 95 | 111 | 103 | 95 | 111 |
Avg Bars in Winners | 158 | 151 | 164 | 158 | 151 | 164 |
Avg Bars in Losers | 49 | 48 | 50 | 49 | 48 | 50 |
Bars Traded | 6289 | 2951 | 3338 | 6289 | 2951 | 3338 |
Profit Streak | 0 | 0 | 170.629 | 0 | 0 | 170.629 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145404 | 700808 | -296016 | -158903 | 241040 | -47580 |
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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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