Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2073052.8382 | 1974045.8261 | 99007.0121 | 5343364.0805 | 1276128.8906 | 4067235.1898 |
Total P&L (%) | 2073.0528 | 1974.0458 | 99.007 | 5343.3641 | 1276.1289 | 4067.2352 |
Avg Daily Profit (%) | 1.1103 | 1.0572 | 0.053 | 0.2143 | 0.1405 | 0.2 |
Buy And Hold Return (%) | 645.7728 | 645.7728 | 645.7728 | 645.7728 | 645.7728 | 645.7728 |
Max Trade Drawdown | -98972 | -75448 | -87989 | -3899291 | -4065589 | -2626001 |
Profit Factor | 4.9317 | 7.0694 | 1.4901 | 1.2941 | 1.111 | 1.6099 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 25 | 9 | 16 | 25 | 9 | 16 |
Losing Trades | 44 | 26 | 18 | 44 | 26 | 18 |
Profitability (%) | 36.2319 | 25.7143 | 47.0588 | 36.2319 | 25.7143 | 47.0588 |
Ratio Avg Win / Avg Loss | 8.6797 | 20.4227 | 1.6763 | 2.2777 | 3.2095 | 1.8112 |
Largest Winning Trade | 1322948 | 1322948 | 64568 | 3897397 | 3897397 | 2767793 |
Largest Losing Trade | -49093 | -33122 | -49093 | -1410017 | -1206212 | -1410017 |
Avg Bars in Trades | 157 | 133 | 182 | 157 | 133 | 182 |
Avg Bars in Winners | 308 | 332 | 294 | 308 | 332 | 294 |
Avg Bars in Losers | 71 | 64 | 82 | 71 | 64 | 82 |
Bars Traded | 10866 | 4672 | 6194 | 10866 | 4672 | 6194 |
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 | -93376 | -7819 | -286688 | -102312 | -136089 | 340417 |
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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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