Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1267104.0915 | 1294122.5866 | -27018.4951 | 5801056.7017 | 13187277.8928 | -7386221.1911 |
Total P&L (%) | 1267.1041 | 1294.1226 | -27.0185 | 5801.0567 | 13187.2779 | -7386.2212 |
Avg Daily Profit (%) | 0.6838 | 0.6984 | -0.0146 | 0.2203 | 0.2642 | 0 |
Buy And Hold Return (%) | 4491.7561 | 4491.7561 | 4491.7561 | 4491.7561 | 4491.7561 | 4491.7561 |
Max Trade Drawdown | -58085 | -52973 | -95728 | -6445314 | -1579899 | -8665669 |
Profit Factor | 3.9362 | 9.1618 | 0.901 | 1.2953 | 3.3681 | 0.4753 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 43.3333 | 46.6667 | 40 | 43.3333 | 46.6667 | 40 |
Ratio Avg Win / Avg Loss | 5.1473 | 10.4706 | 1.3515 | 1.6938 | 3.8493 | 0.7129 |
Largest Winning Trade | 593638 | 593638 | 54605 | 8975104 | 8975104 | 2359712 |
Largest Losing Trade | -43990 | -29143 | -43990 | -2467939 | -815694 | -2467939 |
Avg Bars in Trades | 365 | 241 | 489 | 365 | 241 | 489 |
Avg Bars in Winners | 629 | 417 | 877 | 629 | 417 | 877 |
Avg Bars in Losers | 163 | 87 | 230 | 163 | 87 | 230 |
Bars Traded | 21922 | 7237 | 14685 | 21922 | 7237 | 14685 |
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 | -322682 | -146295 | -583047 | -241806 | 378549 | -584714 |
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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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