Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1191853.6986 | 1110116.1171 | 81737.5816 | 2346601.8938 | -3995428.4214 | 6342030.3151 |
Total P&L (%) | 1191.8537 | 1110.1161 | 81.7376 | 2346.6019 | -3995.4284 | 6342.0303 |
Avg Daily Profit (%) | 0.4767 | 0.444 | 0.0327 | 0.128 | 0 | 0.1668 |
Buy And Hold Return (%) | 414.8869 | 414.8869 | 414.8869 | 414.8869 | 414.8869 | 414.8869 |
Max Trade Drawdown | -179839 | -80428 | -125984 | -21215058 | -13977642 | -12029982 |
Profit Factor | 3.2976 | 5.7002 | 1.2893 | 1.0616 | 0.8233 | 1.4094 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 40.3226 | 35.4839 | 45.1613 | 40.3226 | 35.4839 | 45.1613 |
Ratio Avg Win / Avg Loss | 4.8804 | 10.364 | 1.5655 | 1.5712 | 1.4968 | 1.7115 |
Largest Winning Trade | 724483 | 724483 | 50866 | 7442984 | 4586097 | 7442984 |
Largest Losing Trade | -52814 | -27109 | -52814 | -5985453 | -4311446 | -5985453 |
Avg Bars in Trades | 75 | 82 | 68 | 75 | 82 | 68 |
Avg Bars in Winners | 126 | 147 | 110 | 126 | 147 | 110 |
Avg Bars in Losers | 40 | 46 | 34 | 40 | 46 | 34 |
Bars Traded | 4685 | 2558 | 2127 | 4685 | 2558 | 2127 |
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 | -149057 | 336512 | -315783 | -336854 | -584796 | 277044 |
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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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