Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1933639.844 | 1778833.28 | 154806.564 | 23141173.0666 | 8781396.9491 | 14359776.1175 |
Total P&L (%) | 1933.6398 | 1778.8333 | 154.8066 | 23141.1731 | 8781.3969 | 14359.7761 |
Avg Daily Profit (%) | 0.8197 | 0.7541 | 0.0656 | 0.2313 | 0.1904 | 0.2111 |
Buy And Hold Return (%) | 549.7759 | 549.7759 | 549.7759 | 549.7759 | 549.7759 | 549.7759 |
Max Trade Drawdown | -87595 | -107961 | -28081 | -10918188 | -11729590 | -4220077 |
Profit Factor | 6.0219 | 8.4275 | 2.0636 | 1.5902 | 1.3379 | 2.0861 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 42.623 | 36.6667 | 48.3871 | 42.623 | 36.6667 | 48.3871 |
Ratio Avg Win / Avg Loss | 8.1064 | 14.5566 | 2.2012 | 2.1406 | 2.3109 | 2.2252 |
Largest Winning Trade | 1361280 | 1361280 | 69388 | 11204146 | 11204146 | 11009036 |
Largest Losing Trade | -27996 | -27996 | -24418 | -4677978 | -4677978 | -3010032 |
Avg Bars in Trades | 223 | 208 | 238 | 223 | 208 | 238 |
Avg Bars in Winners | 354 | 398 | 322 | 354 | 398 | 322 |
Avg Bars in Losers | 126 | 97 | 159 | 126 | 97 | 159 |
Bars Traded | 13639 | 6247 | 7392 | 13639 | 6247 | 7392 |
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 | -150086 | 474035 | -267822 | -157873 | 149379 | 411541 |
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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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