Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1918524.1103 | 1814484.5994 | 104039.5108 | 6267299.8322 | 1502139.7031 | 4765160.1291 |
Total P&L (%) | 1918.5241 | 1814.4846 | 104.0395 | 6267.2998 | 1502.1397 | 4765.1601 |
Avg Daily Profit (%) | 0.8116 | 0.7676 | 0.044 | 0.1759 | 0.1174 | 0.1645 |
Buy And Hold Return (%) | 578.7287 | 578.7287 | 578.7287 | 578.7287 | 578.7287 | 578.7287 |
Max Trade Drawdown | -108452 | -132667 | -59202 | -10947280 | -10059383 | -4160448 |
Profit Factor | 4.9032 | 7.404 | 1.4997 | 1.2167 | 1.0785 | 1.4876 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 28 | 10 | 18 | 28 | 10 | 18 |
Losing Trades | 46 | 27 | 19 | 46 | 27 | 19 |
Profitability (%) | 37.8378 | 27.027 | 48.6486 | 37.8378 | 27.027 | 48.6486 |
Ratio Avg Win / Avg Loss | 8.0553 | 19.9907 | 1.5831 | 1.9989 | 2.9118 | 1.5702 |
Largest Winning Trade | 1520456 | 1520456 | 63822 | 9160322 | 9160322 | 4854198 |
Largest Losing Trade | -28664 | -28664 | -25503 | -3708864 | -3708864 | -1647184 |
Avg Bars in Trades | 123 | 113 | 133 | 123 | 113 | 133 |
Avg Bars in Winners | 204 | 241 | 184 | 204 | 241 | 184 |
Avg Bars in Losers | 73 | 66 | 85 | 73 | 66 | 85 |
Bars Traded | 9136 | 4203 | 4933 | 9136 | 4203 | 4933 |
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 | -55438 | -2448 | -298001 | -64989 | -193288 | 343990 |
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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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