Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2261778.1062 | 2191727.073 | 70051.0332 | 2335153.9612 | 3196762.3741 | -861608.4129 |
Total P&L (%) | 2261.7781 | 2191.7271 | 70.051 | 2335.154 | 3196.7624 | -861.6084 |
Avg Daily Profit (%) | 1.0162 | 0.9847 | 0.0315 | 0.1435 | 0.1572 | 0 |
Buy And Hold Return (%) | 314.5871 | 314.5871 | 314.5871 | 314.5871 | 314.5871 | 314.5871 |
Max Trade Drawdown | -149944 | -92840 | -110120 | -18722831 | -10529613 | -11190015 |
Profit Factor | 4.9546 | 9.5312 | 1.2224 | 1.0416 | 1.1163 | 0.97 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Losing Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Profitability (%) | 44.4444 | 48.3871 | 40.625 | 44.4444 | 48.3871 | 40.625 |
Ratio Avg Win / Avg Loss | 6.1933 | 10.1666 | 1.7865 | 1.302 | 1.1907 | 1.4177 |
Largest Winning Trade | 2032298 | 2032298 | 50867 | 9698415 | 9698415 | 5608374 |
Largest Losing Trade | -33689 | -33689 | -30876 | -5403929 | -5403929 | -4498541 |
Avg Bars in Trades | 101 | 95 | 107 | 101 | 95 | 107 |
Avg Bars in Winners | 154 | 144 | 165 | 154 | 144 | 165 |
Avg Bars in Losers | 60 | 50 | 68 | 60 | 50 | 68 |
Bars Traded | 6419 | 2972 | 3447 | 6419 | 2972 | 3447 |
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 | -132322 | 761954 | -319576 | -329237 | -85565 | -582789 |
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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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