Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1864676.1824 | 1774614.3905 | 90061.7919 | 4764408.5895 | -165445.5745 | 4929854.1639 |
Total P&L (%) | 1864.6762 | 1774.6144 | 90.0618 | 4764.4086 | -165.4456 | 4929.8542 |
Avg Daily Profit (%) | 0.9987 | 0.9504 | 0.0482 | 0.2083 | 0 | 0.2101 |
Buy And Hold Return (%) | 486.1125 | 486.1125 | 486.1125 | 486.1125 | 486.1125 | 486.1125 |
Max Trade Drawdown | -110388 | -138176 | -41029 | -6529071 | -9352563 | -1353259 |
Profit Factor | 4.3962 | 6.4114 | 1.4073 | 1.2245 | 0.989 | 1.8052 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 39.6825 | 34.375 | 45.1613 | 39.6825 | 34.375 | 45.1613 |
Ratio Avg Win / Avg Loss | 6.6823 | 12.24 | 1.7089 | 1.8613 | 1.8882 | 2.192 |
Largest Winning Trade | 1137039 | 1137039 | 62944 | 6562617 | 6562617 | 2627282 |
Largest Losing Trade | -37835 | -35336 | -37835 | -2776078 | -2776078 | -1332779 |
Avg Bars in Trades | 172 | 162 | 183 | 172 | 162 | 183 |
Avg Bars in Winners | 288 | 281 | 294 | 288 | 281 | 294 |
Avg Bars in Losers | 96 | 99 | 92 | 96 | 99 | 92 |
Bars Traded | 10885 | 5189 | 5696 | 10885 | 5189 | 5696 |
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 | -136967 | 474598 | -294342 | -146447 | -584108 | 346547 |
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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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