Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1518335.8921 | 1348182.7252 | 170153.1669 | 29174534.5948 | 16457072.8066 | 12717461.7883 |
Total P&L (%) | 1518.3359 | 1348.1827 | 170.1532 | 29174.5346 | 16457.0728 | 12717.4618 |
Avg Daily Profit (%) | 0.6064 | 0.5384 | 0.068 | 0.2271 | 0.2043 | 0.194 |
Buy And Hold Return (%) | 316.2279 | 316.2279 | 316.2279 | 316.2279 | 316.2279 | 316.2279 |
Max Trade Drawdown | -95546 | -52499 | -63120 | -29372218 | -17993214 | -19072041 |
Profit Factor | 5.1129 | 9.3356 | 1.8203 | 1.3634 | 1.385 | 1.3388 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 45 | 43.3333 | 46.6667 | 45 | 43.3333 | 46.6667 |
Ratio Avg Win / Avg Loss | 6.2491 | 12.2081 | 2.0804 | 1.6663 | 1.8111 | 1.53 |
Largest Winning Trade | 790155 | 790155 | 58699 | 18106962 | 18106962 | 17221454 |
Largest Losing Trade | -35472 | -21490 | -35472 | -13472640 | -7855584 | -13472640 |
Avg Bars in Trades | 161 | 148 | 175 | 161 | 148 | 175 |
Avg Bars in Winners | 277 | 247 | 305 | 277 | 247 | 305 |
Avg Bars in Losers | 67 | 72 | 61 | 67 | 72 | 61 |
Bars Traded | 9711 | 4442 | 5269 | 9711 | 4442 | 5269 |
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 | -157565 | 533886 | -265870 | -165592 | 257343 | 290684 |
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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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