Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1218498.2892 | 1182692.9536 | 35805.3357 | 2237612.1006 | 2868927.3118 | -631315.2112 |
Total P&L (%) | 1218.4983 | 1182.693 | 35.8053 | 2237.6121 | 2868.9273 | -631.3152 |
Avg Daily Profit (%) | 0.6726 | 0.6528 | 0.0198 | 0.1741 | 0.1873 | 0 |
Buy And Hold Return (%) | 557.6402 | 557.6402 | 557.6402 | 557.6402 | 557.6402 | 557.6402 |
Max Trade Drawdown | -105471 | -66183 | -63879 | -4829665 | -3580999 | -2558050 |
Profit Factor | 3.4458 | 5.6484 | 1.1469 | 1.1954 | 1.4774 | 0.884 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 42.1875 | 40.625 | 43.75 | 42.1875 | 40.625 | 43.75 |
Ratio Avg Win / Avg Loss | 4.722 | 8.2553 | 1.4746 | 1.6381 | 2.1593 | 1.1366 |
Largest Winning Trade | 637674 | 637674 | 73816 | 3714431 | 3714431 | 1206633 |
Largest Losing Trade | -32335 | -29249 | -32335 | -1180927 | -1180927 | -782381 |
Avg Bars in Trades | 107 | 99 | 116 | 107 | 99 | 116 |
Avg Bars in Winners | 181 | 159 | 202 | 181 | 159 | 202 |
Avg Bars in Losers | 54 | 57 | 50 | 54 | 57 | 50 |
Bars Traded | 6910 | 3168 | 3742 | 6910 | 3168 | 3742 |
Profit Streak | 0 | 99.8613 | 0 | 0 | 99.8613 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -133803 | 395177 | -393659 | -145693 | 210740 | -581574 |
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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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