Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1219490.7239 | 1167156.3191 | 52334.4049 | 3123938.7856 | 3784099.4878 | -660160.7022 |
Total P&L (%) | 1219.4907 | 1167.1563 | 52.3344 | 3123.9388 | 3784.0995 | -660.1607 |
Avg Daily Profit (%) | 0.672 | 0.6432 | 0.0288 | 0.1916 | 0.2019 | 0 |
Buy And Hold Return (%) | 708.2233 | 708.2233 | 708.2233 | 708.2233 | 708.2233 | 708.2233 |
Max Trade Drawdown | -111213 | -53139 | -59628 | -5034718 | -3654785 | -2699798 |
Profit Factor | 3.5228 | 5.9353 | 1.212 | 1.2293 | 1.5496 | 0.9021 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 41.9355 | 41.9355 | 41.9355 | 41.9355 | 41.9355 | 41.9355 |
Ratio Avg Win / Avg Loss | 4.8777 | 8.2181 | 1.6781 | 1.702 | 2.1456 | 1.249 |
Largest Winning Trade | 637674 | 637674 | 75046 | 4279903 | 4279903 | 1675648 |
Largest Losing Trade | -33382 | -30417 | -33382 | -1340300 | -1340300 | -1170063 |
Avg Bars in Trades | 111 | 100 | 122 | 111 | 100 | 122 |
Avg Bars in Winners | 190 | 161 | 219 | 190 | 161 | 219 |
Avg Bars in Losers | 53 | 55 | 51 | 53 | 55 | 51 |
Bars Traded | 6895 | 3106 | 3789 | 6895 | 3106 | 3789 |
Profit Streak | 0 | 102.2151 | 0 | 0 | 102.2151 | 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 | -151873 | 304383 | -322652 | -155042 | 253939 | -582287 |
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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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