Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2204609.3983 | 2088941.6377 | 115667.7606 | 8625237.24 | 3784967.1011 | 4840270.1388 |
Total P&L (%) | 2204.6094 | 2088.9416 | 115.6678 | 8625.2372 | 3784.9671 | 4840.2701 |
Avg Daily Profit (%) | 1.1807 | 1.1188 | 0.0619 | 0.2396 | 0.1962 | 0.2091 |
Buy And Hold Return (%) | 486.1125 | 486.1125 | 486.1125 | 486.1125 | 486.1125 | 486.1125 |
Max Trade Drawdown | -96316 | -129483 | -52488 | -9505360 | -12173024 | -3572461 |
Profit Factor | 5.7035 | 7.8326 | 1.7097 | 1.2501 | 1.1693 | 1.3989 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 26 | 10 | 16 | 26 | 10 | 16 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 37.6812 | 29.4118 | 45.7143 | 37.6812 | 29.4118 | 45.7143 |
Ratio Avg Win / Avg Loss | 9.4327 | 18.7983 | 2.0302 | 2.0675 | 2.8064 | 1.6612 |
Largest Winning Trade | 1464593 | 1464593 | 61492 | 11785409 | 11785409 | 3957559 |
Largest Losing Trade | -33000 | -33000 | -26009 | -3043731 | -3027097 | -3043731 |
Avg Bars in Trades | 158 | 142 | 174 | 158 | 142 | 174 |
Avg Bars in Winners | 269 | 264 | 271 | 269 | 264 | 271 |
Avg Bars in Losers | 92 | 92 | 92 | 92 | 92 | 92 |
Bars Traded | 10958 | 4857 | 6101 | 10958 | 4857 | 6101 |
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 | -91007 | 346513 | -274423 | -101801 | -35522 | 296580 |
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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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