Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2069127.7324 | 2029091.2166 | 40036.5157 | 31493445.2159 | 41867846.9084 | -10374401.6924 |
Total P&L (%) | 2069.1277 | 2029.0912 | 40.0365 | 31493.4452 | 41867.8469 | -10374.4017 |
Avg Daily Profit (%) | 1.0125 | 0.9929 | 0.0196 | 0.282 | 0.296 | 0 |
Buy And Hold Return (%) | 4447.4642 | 4447.4642 | 4447.4642 | 4447.4642 | 4447.4642 | 4447.4642 |
Max Trade Drawdown | -93743 | -59983 | -109529 | -10831275 | -5054721 | -13700272 |
Profit Factor | 6.8422 | 16.0598 | 1.1825 | 1.8121 | 4.6285 | 0.6192 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 21 | 10 | 11 | 21 | 10 | 11 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 32.3077 | 30.303 | 34.375 | 32.3077 | 30.303 | 34.375 |
Ratio Avg Win / Avg Loss | 14.3359 | 36.9375 | 2.2574 | 3.7967 | 10.6456 | 1.1821 |
Largest Winning Trade | 1222525 | 1222525 | 81962 | 12854423 | 12854423 | 5158730 |
Largest Losing Trade | -39627 | -18007 | -39627 | -6427130 | -2146414 | -6427130 |
Avg Bars in Trades | 57 | 53 | 60 | 57 | 53 | 60 |
Avg Bars in Winners | 156 | 157 | 155 | 156 | 157 | 155 |
Avg Bars in Losers | 9 | 8 | 10 | 9 | 8 | 10 |
Bars Traded | 3712 | 1774 | 1938 | 3712 | 1774 | 1938 |
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 | -287056 | -151600 | -357289 | -130981 | 313052 | -585220 |
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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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