Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2031365.7945 | 2018222.3409 | 13143.4536 | 1074884.0058 | 4311313.8859 | -3236429.8801 |
Total P&L (%) | 2031.3658 | 2018.2223 | 13.1435 | 1074.884 | 4311.3139 | -3236.4299 |
Avg Daily Profit (%) | 0.9124 | 0.9065 | 0.0059 | 0.1107 | 0.1702 | 0 |
Buy And Hold Return (%) | 676.1194 | 676.1194 | 676.1194 | 676.1194 | 676.1194 | 676.1194 |
Max Trade Drawdown | -115142 | -79665 | -91861 | -6195416 | -3366974 | -4301747 |
Profit Factor | 4.1047 | 8.0364 | 1.0358 | 1.0446 | 1.4175 | 0.7651 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Profitability (%) | 35.7143 | 38.0952 | 33.3333 | 35.7143 | 38.0952 | 33.3333 |
Ratio Avg Win / Avg Loss | 7.3885 | 13.0591 | 2.0715 | 1.8803 | 2.3035 | 1.5303 |
Largest Winning Trade | 1873530 | 1873530 | 54583 | 6162204 | 6162204 | 2258596 |
Largest Losing Trade | -43654 | -36518 | -43654 | -2833665 | -1792972 | -2833665 |
Avg Bars in Trades | 155 | 139 | 171 | 155 | 139 | 171 |
Avg Bars in Winners | 318 | 274 | 368 | 318 | 274 | 368 |
Avg Bars in Losers | 64 | 55 | 73 | 64 | 55 | 73 |
Bars Traded | 13060 | 5845 | 7215 | 13060 | 5845 | 7215 |
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 | 430692 | 506731 | -537221 | -230089 | 168997 | -584438 |
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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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