Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1942020.2852 | 1779648.2803 | 162372.0049 | 20977184.8852 | 1505878.377 | 19471306.5082 |
Total P&L (%) | 1942.0203 | 1779.6483 | 162.372 | 20977.1849 | 1505.8784 | 19471.3065 |
Avg Daily Profit (%) | 0.8213 | 0.7526 | 0.0687 | 0.2265 | 0.1175 | 0.2234 |
Buy And Hold Return (%) | 420.5273 | 420.5273 | 420.5273 | 420.5273 | 420.5273 | 420.5273 |
Max Trade Drawdown | -107521 | -68065 | -52226 | -10478651 | -9935301 | -3189887 |
Profit Factor | 5.7939 | 8.8298 | 1.9132 | 1.6276 | 1.0632 | 3.0272 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 46.875 | 46.875 | 46.875 | 46.875 | 46.875 | 46.875 |
Ratio Avg Win / Avg Loss | 6.5664 | 10.0071 | 2.1682 | 1.8446 | 1.205 | 3.4308 |
Largest Winning Trade | 1388776 | 1388776 | 63313 | 10600683 | 8064442 | 10600683 |
Largest Losing Trade | -43489 | -25086 | -43489 | -7410319 | -7410319 | -3003103 |
Avg Bars in Trades | 106 | 97 | 116 | 106 | 97 | 116 |
Avg Bars in Winners | 138 | 126 | 149 | 138 | 126 | 149 |
Avg Bars in Losers | 79 | 71 | 87 | 79 | 71 | 87 |
Bars Traded | 6840 | 3111 | 3729 | 6840 | 3111 | 3729 |
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 | -124826 | 648914 | -264644 | -133369 | -190585 | 459812 |
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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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