Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1053681.9027 | 901344.9049 | 152336.9977 | 16296675.8408 | 4584212.3907 | 11712463.4501 |
Total P&L (%) | 1053.6819 | 901.3449 | 152.337 | 16296.6758 | 4584.2124 | 11712.4635 |
Avg Daily Profit (%) | 0.4448 | 0.3805 | 0.0643 | 0.2155 | 0.1625 | 0.2016 |
Buy And Hold Return (%) | 471.0631 | 471.0631 | 471.0631 | 471.0631 | 471.0631 | 471.0631 |
Max Trade Drawdown | -76933 | -91322 | -52212 | -6633705 | -6520111 | -2040172 |
Profit Factor | 3.7614 | 5.2523 | 1.8982 | 1.6419 | 1.2768 | 2.3268 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Losing Trades | 35 | 21 | 14 | 35 | 21 | 14 |
Profitability (%) | 48.5294 | 38.2353 | 58.8235 | 48.5294 | 38.2353 | 58.8235 |
Ratio Avg Win / Avg Loss | 3.9893 | 8.4845 | 1.3287 | 1.7414 | 2.0625 | 1.6288 |
Largest Winning Trade | 307257 | 307257 | 65317 | 7741337 | 7060481 | 7741337 |
Largest Losing Trade | -32325 | -27613 | -32325 | -3446434 | -3446434 | -1913604 |
Avg Bars in Trades | 100 | 94 | 106 | 100 | 94 | 106 |
Avg Bars in Winners | 142 | 155 | 134 | 142 | 155 | 134 |
Avg Bars in Losers | 61 | 57 | 67 | 61 | 57 | 67 |
Bars Traded | 6852 | 3218 | 3634 | 6852 | 3218 | 3634 |
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 | -102643 | 198063 | -269226 | -103070 | 150414 | 489929 |
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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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