Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1690569.2104 | 1575752.2611 | 114816.9493 | 9450894.3391 | 1965341.4488 | 7485552.8904 |
Total P&L (%) | 1690.5692 | 1575.7523 | 114.8169 | 9450.8943 | 1965.3414 | 7485.5529 |
Avg Daily Profit (%) | 0.7114 | 0.6631 | 0.0483 | 0.192 | 0.1275 | 0.1823 |
Buy And Hold Return (%) | 314.599 | 314.599 | 314.599 | 314.599 | 314.599 | 314.599 |
Max Trade Drawdown | -83250 | -114760 | -60631 | -7580645 | -5120519 | -2460125 |
Profit Factor | 5.1397 | 7.4255 | 1.7038 | 1.698 | 1.2147 | 2.7074 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 21 | 9 | 12 | 21 | 9 | 12 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 33.871 | 29.0323 | 38.7097 | 33.871 | 29.0323 | 38.7097 |
Ratio Avg Win / Avg Loss | 10.0346 | 18.1512 | 2.6976 | 3.3151 | 2.9692 | 4.2867 |
Largest Winning Trade | 1185424 | 1185424 | 59728 | 6406094 | 4059994 | 6406094 |
Largest Losing Trade | -28564 | -28564 | -20781 | -3273916 | -3273916 | -1358627 |
Avg Bars in Trades | 220 | 199 | 241 | 220 | 199 | 241 |
Avg Bars in Winners | 380 | 394 | 369 | 380 | 394 | 369 |
Avg Bars in Losers | 138 | 119 | 160 | 138 | 119 | 160 |
Bars Traded | 13668 | 6181 | 7487 | 13668 | 6181 | 7487 |
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 | -145828 | 256079 | -295368 | -153862 | -34314 | 310367 |
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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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