Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1949707.3872 | 1822941.3276 | 126766.0596 | 8902769.5457 | -4947384.1839 | 13850153.7296 |
Total P&L (%) | 1949.7074 | 1822.9413 | 126.7661 | 8902.7695 | -4947.3842 | 13850.1537 |
Avg Daily Profit (%) | 1.0911 | 1.0201 | 0.0709 | 0.2521 | 0 | 0.2767 |
Buy And Hold Return (%) | 222.3702 | 222.3702 | 222.3702 | 222.3702 | 222.3702 | 222.3702 |
Max Trade Drawdown | -111592 | -102703 | -53926 | -25730507 | -22864764 | -10963355 |
Profit Factor | 5.761 | 9.2097 | 1.6762 | 1.152 | 0.8696 | 1.671 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 23 | 10 | 13 | 23 | 10 | 13 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 37.0968 | 32.2581 | 41.9355 | 37.0968 | 32.2581 | 41.9355 |
Ratio Avg Win / Avg Loss | 9.7687 | 19.3403 | 2.3209 | 1.9534 | 1.8261 | 2.3136 |
Largest Winning Trade | 936201 | 936201 | 66796 | 10477759 | 10477759 | 6063152 |
Largest Losing Trade | -46665 | -20623 | -46665 | -4159423 | -4159423 | -3185818 |
Avg Bars in Trades | 82 | 65 | 100 | 82 | 65 | 100 |
Avg Bars in Winners | 175 | 141 | 201 | 175 | 141 | 201 |
Avg Bars in Losers | 28 | 28 | 28 | 28 | 28 | 28 |
Bars Traded | 5143 | 2023 | 3120 | 5143 | 2023 | 3120 |
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 | -142023 | 538046 | -264000 | -207553 | -584939 | 312569 |
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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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