Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1747991.9091 | 1619055.0444 | 128936.8647 | 12150317.8013 | 3832672.1068 | 8317645.6946 |
Total P&L (%) | 1747.9919 | 1619.055 | 128.9369 | 12150.3178 | 3832.6721 | 8317.6457 |
Avg Daily Profit (%) | 0.7387 | 0.6842 | 0.0545 | 0.2034 | 0.1553 | 0.1875 |
Buy And Hold Return (%) | 532.1636 | 532.1636 | 532.1636 | 532.1636 | 532.1636 | 532.1636 |
Max Trade Drawdown | -105365 | -111693 | -61698 | -13817569 | -11203743 | -6367987 |
Profit Factor | 5.4623 | 7.9761 | 1.8077 | 1.2982 | 1.1413 | 1.6109 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Profitability (%) | 49.1803 | 41.9355 | 56.6667 | 49.1803 | 41.9355 | 56.6667 |
Ratio Avg Win / Avg Loss | 5.6443 | 11.0439 | 1.3823 | 1.3415 | 1.5802 | 1.2319 |
Largest Winning Trade | 1243042 | 1243042 | 66900 | 10456578 | 10456578 | 5620682 |
Largest Losing Trade | -33466 | -33466 | -21473 | -6603244 | -6603244 | -2819006 |
Avg Bars in Trades | 152 | 141 | 163 | 152 | 141 | 163 |
Avg Bars in Winners | 210 | 233 | 193 | 210 | 233 | 193 |
Avg Bars in Losers | 95 | 74 | 123 | 95 | 74 | 123 |
Bars Traded | 9273 | 4380 | 4893 | 9273 | 4380 | 4893 |
Profit Streak | 0 | 0 | 80.5435 | 0 | 0 | 80.5435 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148400 | 520386 | -282238 | -158178 | -59537 | 404777 |
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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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