Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1355574.3921 | 1295103.843 | 60470.5491 | 3415954.0522 | 5807030.6766 | -2391076.6244 |
Total P&L (%) | 1355.5744 | 1295.1038 | 60.4705 | 3415.9541 | 5807.0307 | -2391.0766 |
Avg Daily Profit (%) | 0.7483 | 0.7149 | 0.0334 | 0.1967 | 0.2254 | 0 |
Buy And Hold Return (%) | 547.5935 | 547.5935 | 547.5935 | 547.5935 | 547.5935 | 547.5935 |
Max Trade Drawdown | -114898 | -113503 | -81107 | -5766804 | -3855441 | -4171475 |
Profit Factor | 3.7714 | 8.1494 | 1.1963 | 1.2059 | 2.0522 | 0.784 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 29 | 11 | 18 | 29 | 11 | 18 |
Losing Trades | 37 | 22 | 15 | 37 | 22 | 15 |
Profitability (%) | 43.9394 | 33.3333 | 54.5455 | 43.9394 | 33.3333 | 54.5455 |
Ratio Avg Win / Avg Loss | 4.8117 | 16.2988 | 0.997 | 1.5386 | 4.1044 | 0.6533 |
Largest Winning Trade | 627186 | 627186 | 67647 | 4303330 | 4303330 | 1782871 |
Largest Losing Trade | -61530 | -22613 | -61530 | -2727855 | -1121836 | -2727855 |
Avg Bars in Trades | 157 | 152 | 161 | 157 | 152 | 161 |
Avg Bars in Winners | 215 | 233 | 204 | 215 | 233 | 204 |
Avg Bars in Losers | 111 | 111 | 110 | 111 | 111 | 110 |
Bars Traded | 10365 | 5024 | 5341 | 10365 | 5024 | 5341 |
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 | -115235 | 360212 | -319731 | -123012 | 203386 | -580213 |
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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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