Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3608404.1237 | 3532272.3596 | 76131.764 | 4223282.2681 | 3033670.9563 | 1189611.3118 |
Total P&L (%) | 3608.4041 | 3532.2724 | 76.1318 | 4223.2823 | 3033.671 | 1189.6113 |
Avg Daily Profit (%) | 1.5181 | 1.486 | 0.032 | 0.1586 | 0.145 | 0.1076 |
Buy And Hold Return (%) | 307.4545 | 307.4545 | 307.4545 | 307.4545 | 307.4545 | 307.4545 |
Max Trade Drawdown | -78028 | -74314 | -64710 | -4287188 | -3717487 | -1881282 |
Profit Factor | 9.184 | 16.8207 | 1.3498 | 1.3277 | 1.4029 | 1.222 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 23 | 9 | 14 | 23 | 9 | 14 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 39.6552 | 31.0345 | 48.2759 | 39.6552 | 31.0345 | 48.2759 |
Ratio Avg Win / Avg Loss | 13.9757 | 37.3792 | 1.4462 | 2.0204 | 3.1175 | 1.3093 |
Largest Winning Trade | 3386062 | 3386062 | 70636 | 4384730 | 4384730 | 2046894 |
Largest Losing Trade | -44548 | -25507 | -44548 | -1524347 | -1524347 | -1377909 |
Avg Bars in Trades | 76 | 67 | 85 | 76 | 67 | 85 |
Avg Bars in Winners | 131 | 136 | 129 | 131 | 136 | 129 |
Avg Bars in Losers | 40 | 37 | 44 | 40 | 37 | 44 |
Bars Traded | 4444 | 1967 | 2477 | 4444 | 1967 | 2477 |
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 | -161483 | 534930 | -316216 | -174752 | -4627 | -52343 |
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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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