Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2106415.6492 | 1977382.5136 | 129033.1356 | 8347173.2654 | 7737366.551 | 609806.7143 |
Total P&L (%) | 2106.4156 | 1977.3825 | 129.0331 | 8347.1733 | 7737.3666 | 609.8067 |
Avg Daily Profit (%) | 0.9478 | 0.8898 | 0.0581 | 0.1998 | 0.1965 | 0.0882 |
Buy And Hold Return (%) | 289.2873 | 289.2873 | 289.2873 | 289.2873 | 289.2873 | 289.2873 |
Max Trade Drawdown | -86946 | -48604 | -90538 | -9465397 | -4963045 | -8386005 |
Profit Factor | 5.3022 | 10.0483 | 1.476 | 1.212 | 1.44 | 1.028 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 46.0317 | 48.3871 | 43.75 | 46.0317 | 48.3871 | 43.75 |
Ratio Avg Win / Avg Loss | 6.2164 | 10.7182 | 1.8977 | 1.4209 | 1.536 | 1.3217 |
Largest Winning Trade | 1741929 | 1741929 | 53457 | 6515359 | 6515359 | 4046783 |
Largest Losing Trade | -46228 | -31098 | -46228 | -4954517 | -2936846 | -4954517 |
Avg Bars in Trades | 101 | 110 | 92 | 101 | 110 | 92 |
Avg Bars in Winners | 157 | 160 | 153 | 157 | 160 | 153 |
Avg Bars in Losers | 53 | 63 | 44 | 53 | 63 | 44 |
Bars Traded | 6375 | 3429 | 2946 | 6375 | 3429 | 2946 |
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 | -131232 | 755828 | -281360 | -144960 | 338072 | -273132 |
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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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