Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1693572.0248 | 1632170.1768 | 61401.8481 | 39567586.3505 | 26955340.4046 | 12612245.946 |
Total P&L (%) | 1693.572 | 1632.1702 | 61.4018 | 39567.5864 | 26955.3404 | 12612.2459 |
Avg Daily Profit (%) | 0.911 | 0.878 | 0.033 | 0.3224 | 0.3017 | 0.261 |
Buy And Hold Return (%) | 8980.1311 | 8980.1311 | 8980.1311 | 8980.1311 | 8980.1311 | 8980.1311 |
Max Trade Drawdown | -91600 | -137498 | -64089 | -4895037 | -8405346 | -1957194 |
Profit Factor | 4.9324 | 7.3197 | 1.3561 | 3.0252 | 3.0231 | 3.0295 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 56.7164 | 51.5152 | 61.7647 | 56.7164 | 51.5152 | 61.7647 |
Ratio Avg Win / Avg Loss | 3.7642 | 6.8892 | 0.8395 | 2.3087 | 2.8453 | 1.8754 |
Largest Winning Trade | 761154 | 761154 | 41722 | 9053796 | 9053796 | 3510309 |
Largest Losing Trade | -60057 | -60057 | -47125 | -4457091 | -4457091 | -1957194 |
Avg Bars in Trades | 51 | 75 | 27 | 51 | 75 | 27 |
Avg Bars in Winners | 59 | 91 | 33 | 59 | 91 | 33 |
Avg Bars in Losers | 40 | 57 | 19 | 40 | 57 | 19 |
Bars Traded | 3420 | 2479 | 941 | 3420 | 2479 | 941 |
Profit Streak | 0 | 192.026 | 0 | 0 | 192.026 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -264899 | -142869 | -313998 | -107128 | 457852 | -23814 |
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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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