Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1965629.3707 | 1841291.2426 | 124338.1281 | 10323775.5795 | 3418304.3764 | 6905471.2031 |
Total P&L (%) | 1965.6294 | 1841.2912 | 124.3381 | 10323.7756 | 3418.3044 | 6905.4712 |
Avg Daily Profit (%) | 0.8689 | 0.8139 | 0.055 | 0.2056 | 0.1575 | 0.188 |
Buy And Hold Return (%) | 314.4118 | 314.4118 | 314.4118 | 314.4118 | 314.4118 | 314.4118 |
Max Trade Drawdown | -138482 | -50531 | -100314 | -6027909 | -4428931 | -3890983 |
Profit Factor | 5.6458 | 10.6707 | 1.5343 | 1.5155 | 1.3305 | 1.713 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 45.9016 | 41.9355 | 50 | 45.9016 | 41.9355 | 50 |
Ratio Avg Win / Avg Loss | 6.654 | 14.7748 | 1.5343 | 1.7861 | 1.8423 | 1.713 |
Largest Winning Trade | 1383157 | 1383157 | 58458 | 4798231 | 4798231 | 3623822 |
Largest Losing Trade | -40519 | -37284 | -40519 | -3551657 | -3551657 | -2892886 |
Avg Bars in Trades | 210 | 179 | 243 | 210 | 179 | 243 |
Avg Bars in Winners | 352 | 326 | 374 | 352 | 326 | 374 |
Avg Bars in Losers | 90 | 72 | 112 | 90 | 72 | 112 |
Bars Traded | 12854 | 5556 | 7298 | 12854 | 5556 | 7298 |
Profit Streak | 0 | 0 | 323.507 | 0 | 0 | 323.507 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146598 | 639636 | -281379 | -156996 | 211680 | 449256 |
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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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