Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2065221.0873 | 1926321.4848 | 138899.6025 | 1657892.2164 | 1210514.0388 | 447378.1775 |
Total P&L (%) | 2065.2211 | 1926.3215 | 138.8996 | 1657.8922 | 1210.514 | 447.3782 |
Avg Daily Profit (%) | 0.8882 | 0.8284 | 0.0597 | 0.1234 | 0.1107 | 0.0731 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117252 | -127619 | -94680 | -3809139 | -3807224 | -2110749 |
Profit Factor | 4.0992 | 6.3479 | 1.4537 | 1.1128 | 1.1369 | 1.0764 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 45.5882 | 38.2353 | 52.9412 | 45.5882 | 38.2353 | 52.9412 |
Ratio Avg Win / Avg Loss | 4.8926 | 10.2543 | 1.2922 | 1.3282 | 1.8366 | 0.9568 |
Largest Winning Trade | 1649262 | 1649262 | 79236 | 3364448 | 3364448 | 1525162 |
Largest Losing Trade | -61189 | -37832 | -61189 | -1723342 | -1411529 | -1723342 |
Avg Bars in Trades | 132 | 118 | 146 | 132 | 118 | 146 |
Avg Bars in Winners | 197 | 190 | 202 | 197 | 190 | 202 |
Avg Bars in Losers | 78 | 73 | 84 | 78 | 73 | 84 |
Bars Traded | 9011 | 4015 | 4996 | 9011 | 4015 | 4996 |
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 | -95116 | 616555 | -111772 | -239828 | -118153 | -233071 |
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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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