Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1440550.2153 | 1336621.2335 | 103928.9818 | 9090680.1085 | 3070611.4531 | 6020068.6554 |
Total P&L (%) | 1440.5502 | 1336.6212 | 103.929 | 9090.6801 | 3070.6115 | 6020.0687 |
Avg Daily Profit (%) | 0.7665 | 0.7112 | 0.0553 | 0.2408 | 0.1841 | 0.2191 |
Buy And Hold Return (%) | 520.8932 | 520.8932 | 520.8932 | 520.8932 | 520.8932 | 520.8932 |
Max Trade Drawdown | -59022 | -72886 | -63609 | -8697504 | -4859560 | -3837943 |
Profit Factor | 5.2273 | 8.8609 | 1.6087 | 1.5403 | 1.3042 | 1.8942 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 47.7612 | 44.1176 | 51.5152 | 47.7612 | 44.1176 | 51.5152 |
Ratio Avg Win / Avg Loss | 5.7174 | 11.2238 | 1.5141 | 1.6847 | 1.652 | 1.7827 |
Largest Winning Trade | 885923 | 885923 | 75329 | 6310059 | 6310059 | 5902591 |
Largest Losing Trade | -34373 | -24231 | -34373 | -3941331 | -3941331 | -3642110 |
Avg Bars in Trades | 105 | 98 | 112 | 105 | 98 | 112 |
Avg Bars in Winners | 149 | 132 | 163 | 149 | 132 | 163 |
Avg Bars in Losers | 65 | 71 | 57 | 65 | 71 | 57 |
Bars Traded | 7052 | 3349 | 3703 | 7052 | 3349 | 3703 |
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 | -104626 | 544796 | -281639 | -111098 | 218913 | 430879 |
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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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