Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1190371.883 | 1027715.1529 | 162656.73 | 14222123.4415 | 3315497.5001 | 10906625.9414 |
Total P&L (%) | 1190.3719 | 1027.7152 | 162.6567 | 14222.1234 | 3315.4975 | 10906.6259 |
Avg Daily Profit (%) | 0.5008 | 0.4324 | 0.0684 | 0.2091 | 0.1487 | 0.198 |
Buy And Hold Return (%) | 284.0319 | 284.0319 | 284.0319 | 284.0319 | 284.0319 | 284.0319 |
Max Trade Drawdown | -86146 | -65133 | -130420 | -9064366 | -8833322 | -3420756 |
Profit Factor | 3.3585 | 5.1607 | 1.6312 | 1.6066 | 1.1951 | 2.6905 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Profitability (%) | 59.375 | 56.25 | 62.5 | 59.375 | 56.25 | 62.5 |
Ratio Avg Win / Avg Loss | 2.2979 | 4.0139 | 0.9787 | 1.0993 | 0.9295 | 1.6143 |
Largest Winning Trade | 303770 | 303770 | 62986 | 8329872 | 8329872 | 7551045 |
Largest Losing Trade | -69212 | -39607 | -69212 | -5791761 | -5791761 | -1918414 |
Avg Bars in Trades | 71 | 78 | 65 | 71 | 78 | 65 |
Avg Bars in Winners | 81 | 84 | 79 | 81 | 84 | 79 |
Avg Bars in Losers | 56 | 70 | 40 | 56 | 70 | 40 |
Bars Traded | 4581 | 2497 | 2084 | 4581 | 2497 | 2084 |
Profit Streak | 0 | 0 | 92.4715 | 0 | 0 | 92.4715 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -127306 | 581502 | -264887 | -132239 | -974 | 550800 |
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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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