Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1932124.6049 | 1797830.0317 | 134294.5732 | 8560258.9451 | -1167921.0936 | 9728180.0387 |
Total P&L (%) | 1932.1246 | 1797.83 | 134.2946 | 8560.2589 | -1167.9211 | 9728.18 |
Avg Daily Profit (%) | 1.0823 | 1.007 | 0.0752 | 0.2502 | 0 | 0.2573 |
Buy And Hold Return (%) | 264.6552 | 264.6552 | 264.6552 | 264.6552 | 264.6552 | 264.6552 |
Max Trade Drawdown | -84887 | -95432 | -62116 | -16269325 | -17946233 | -8270394 |
Profit Factor | 5.6488 | 8.6434 | 1.7444 | 1.1647 | 0.9618 | 1.4554 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 23 | 8 | 15 | 23 | 8 | 15 |
Losing Trades | 37 | 22 | 15 | 37 | 22 | 15 |
Profitability (%) | 38.3333 | 26.6667 | 50 | 38.3333 | 26.6667 | 50 |
Ratio Avg Win / Avg Loss | 9.0873 | 23.7693 | 1.7444 | 1.8737 | 2.645 | 1.4554 |
Largest Winning Trade | 1022791 | 1022791 | 68848 | 7329524 | 7329524 | 7000151 |
Largest Losing Trade | -41597 | -29990 | -41597 | -4202857 | -4202857 | -3538448 |
Avg Bars in Trades | 115 | 89 | 140 | 115 | 89 | 140 |
Avg Bars in Winners | 221 | 219 | 223 | 221 | 219 | 223 |
Avg Bars in Losers | 48 | 41 | 58 | 48 | 41 | 58 |
Bars Traded | 6901 | 2672 | 4229 | 6901 | 2672 | 4229 |
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 | -156632 | -780 | -255024 | -208057 | -600516 | 342482 |
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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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