Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1336242.2131 | 1288236.9078 | 48005.3053 | 2462909.6908 | 2441231.4788 | 21678.212 |
Total P&L (%) | 1336.2422 | 1288.2369 | 48.0053 | 2462.9097 | 2441.2315 | 21.6782 |
Avg Daily Profit (%) | 0.7349 | 0.7085 | 0.0264 | 0.1786 | 0.1781 | 0.0108 |
Buy And Hold Return (%) | 597.0387 | 597.0387 | 597.0387 | 597.0387 | 597.0387 | 597.0387 |
Max Trade Drawdown | -129571 | -60265 | -104620 | -1674350 | -1449392 | -1239394 |
Profit Factor | 3.4663 | 5.8768 | 1.1729 | 1.3671 | 1.7475 | 1.0063 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 37.8788 | 33.3333 | 42.4242 | 37.8788 | 33.3333 | 42.4242 |
Ratio Avg Win / Avg Loss | 5.6848 | 11.7536 | 1.5918 | 2.242 | 3.4951 | 1.3657 |
Largest Winning Trade | 618127 | 618127 | 72312 | 2434656 | 2434656 | 1347540 |
Largest Losing Trade | -47238 | -33129 | -47238 | -630250 | -630250 | -477400 |
Avg Bars in Trades | 80 | 79 | 82 | 80 | 79 | 82 |
Avg Bars in Winners | 145 | 154 | 137 | 145 | 154 | 137 |
Avg Bars in Losers | 41 | 41 | 42 | 41 | 41 | 42 |
Bars Traded | 5342 | 2608 | 2734 | 5342 | 2608 | 2734 |
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 | -119553 | 305202 | -355574 | -126143 | 90503 | -560769 |
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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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