Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1480517.3362 | 1372434.9144 | 108082.4218 | 5470609.2156 | 2205419.0564 | 3265190.1591 |
Total P&L (%) | 1480.5173 | 1372.4349 | 108.0824 | 5470.6092 | 2205.4191 | 3265.1902 |
Avg Daily Profit (%) | 0.5921 | 0.5489 | 0.0432 | 0.1609 | 0.1256 | 0.1407 |
Buy And Hold Return (%) | 411.3269 | 411.3269 | 411.3269 | 411.3269 | 411.3269 | 411.3269 |
Max Trade Drawdown | -127739 | -53523 | -103914 | -5011345 | -4312637 | -3609651 |
Profit Factor | 4.1336 | 7.1648 | 1.4326 | 1.2998 | 1.2155 | 1.4075 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 42.029 | 37.1429 | 47.0588 | 42.029 | 37.1429 | 47.0588 |
Ratio Avg Win / Avg Loss | 5.7016 | 12.125 | 1.6117 | 1.7928 | 2.0569 | 1.5835 |
Largest Winning Trade | 968594 | 968594 | 58491 | 4663631 | 4663631 | 2692427 |
Largest Losing Trade | -38805 | -22719 | -38805 | -2042039 | -1572731 | -2042039 |
Avg Bars in Trades | 214 | 193 | 236 | 214 | 193 | 236 |
Avg Bars in Winners | 381 | 369 | 390 | 381 | 369 | 390 |
Avg Bars in Losers | 93 | 89 | 99 | 93 | 89 | 99 |
Bars Traded | 14791 | 6757 | 8034 | 14791 | 6757 | 8034 |
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 | -93406 | 422154 | -300103 | -100480 | -30378 | -4067 |
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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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