Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1930937.9701 | 1729814.2559 | 201123.7142 | 42841784.4738 | 12682773.2994 | 30159011.1744 |
Total P&L (%) | 1930.938 | 1729.8143 | 201.1237 | 42841.7845 | 12682.7733 | 30159.0112 |
Avg Daily Profit (%) | 1.0315 | 0.924 | 0.1074 | 0.3244 | 0.2595 | 0.3056 |
Buy And Hold Return (%) | 459.7608 | 459.7608 | 459.7608 | 459.7608 | 459.7608 | 459.7608 |
Max Trade Drawdown | -96289 | -43466 | -60915 | -10968075 | -8023197 | -2944878 |
Profit Factor | 7.2701 | 11.0154 | 2.4871 | 2.4606 | 1.6024 | 4.6439 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 23 | 9 | 14 | 23 | 9 | 14 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 38.3333 | 30 | 46.6667 | 38.3333 | 30 | 46.6667 |
Ratio Avg Win / Avg Loss | 11.6954 | 25.7026 | 2.8424 | 3.9584 | 3.7389 | 5.3073 |
Largest Winning Trade | 999047 | 999047 | 55281 | 19511423 | 19511423 | 17107796 |
Largest Losing Trade | -36669 | -27439 | -36669 | -2800150 | -2800150 | -1816866 |
Avg Bars in Trades | 182 | 143 | 221 | 182 | 143 | 221 |
Avg Bars in Winners | 353 | 340 | 361 | 353 | 340 | 361 |
Avg Bars in Losers | 76 | 59 | 98 | 76 | 59 | 98 |
Bars Traded | 10939 | 4302 | 6637 | 10939 | 4302 | 6637 |
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 | -158463 | 415556 | -211936 | -164524 | 135125 | 544696 |
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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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