Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4893737.6722 | 4801033.5887 | 92704.0835 | 7086505.511 | 6784222.7036 | 302282.8074 |
Total P&L (%) | 4893.7377 | 4801.0336 | 92.7041 | 7086.5055 | 6784.2227 | 302.2828 |
Avg Daily Profit (%) | 2.1984 | 2.1568 | 0.0416 | 0.1922 | 0.1903 | 0.0626 |
Buy And Hold Return (%) | 883.5333 | 883.5333 | 883.5333 | 883.5333 | 883.5333 | 883.5333 |
Max Trade Drawdown | -134509 | -65295 | -112672 | -29132842 | -16597844 | -26296298 |
Profit Factor | 10.6639 | 22.1951 | 1.3312 | 1.108 | 1.245 | 1.008 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 46.875 | 50 | 43.75 | 46.875 | 50 | 43.75 |
Ratio Avg Win / Avg Loss | 12.0857 | 22.1951 | 1.7116 | 1.2557 | 1.245 | 1.296 |
Largest Winning Trade | 4618452 | 4618452 | 57355 | 14864900 | 14864900 | 11398379 |
Largest Losing Trade | -60517 | -60517 | -46707 | -14050681 | -8061743 | -14050681 |
Avg Bars in Trades | 204 | 183 | 225 | 204 | 183 | 225 |
Avg Bars in Winners | 351 | 299 | 410 | 351 | 299 | 410 |
Avg Bars in Losers | 74 | 66 | 81 | 74 | 66 | 81 |
Bars Traded | 13072 | 5858 | 7214 | 13072 | 5858 | 7214 |
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 | -122781 | 784641 | -304133 | -238519 | 276119 | -489408 |
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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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