Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1271849.3138 | 1216506.8219 | 55342.4919 | 3529799.7532 | 2668099.5967 | 861700.1564 |
Total P&L (%) | 1271.8493 | 1216.5068 | 55.3425 | 3529.7998 | 2668.0996 | 861.7002 |
Avg Daily Profit (%) | 0.7014 | 0.6709 | 0.0305 | 0.1983 | 0.1833 | 0.1249 |
Buy And Hold Return (%) | 582.7974 | 582.7974 | 582.7974 | 582.7974 | 582.7974 | 582.7974 |
Max Trade Drawdown | -148841 | -66682 | -86275 | -3964510 | -2010076 | -2140247 |
Profit Factor | 3.6759 | 6.5408 | 1.2164 | 1.3989 | 1.6165 | 1.1906 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 38.2353 | 38.2353 | 38.2353 | 38.2353 | 38.2353 | 38.2353 |
Ratio Avg Win / Avg Loss | 5.938 | 10.5659 | 1.965 | 2.2598 | 2.6113 | 1.9233 |
Largest Winning Trade | 653460 | 653460 | 76544 | 2065569 | 2065569 | 1815374 |
Largest Losing Trade | -38950 | -29156 | -38950 | -1491543 | -1491543 | -779939 |
Avg Bars in Trades | 153 | 138 | 167 | 153 | 138 | 167 |
Avg Bars in Winners | 282 | 245 | 319 | 282 | 245 | 319 |
Avg Bars in Losers | 73 | 72 | 73 | 73 | 72 | 73 |
Bars Traded | 10412 | 4719 | 5693 | 10412 | 4719 | 5693 |
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 | -104879 | 348899 | -321799 | -109159 | 167557 | -57058 |
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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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