Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2055530.3877 | 1908628.3494 | 146902.0383 | 17268156.4494 | 5451667.1031 | 11816489.3463 |
Total P&L (%) | 2055.5304 | 1908.6283 | 146.902 | 17268.1564 | 5451.6671 | 11816.4893 |
Avg Daily Profit (%) | 0.8642 | 0.8025 | 0.0618 | 0.2171 | 0.169 | 0.2012 |
Buy And Hold Return (%) | 340.6175 | 340.6175 | 340.6175 | 340.6175 | 340.6175 | 340.6175 |
Max Trade Drawdown | -162591 | -150821 | -41724 | -14986009 | -12846442 | -4336013 |
Profit Factor | 5.617 | 9.4069 | 1.6733 | 1.4889 | 1.255 | 1.8475 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 50 | 45.1613 | 54.8387 | 50 | 45.1613 | 54.8387 |
Ratio Avg Win / Avg Loss | 5.617 | 11.4226 | 1.378 | 1.4889 | 1.524 | 1.5215 |
Largest Winning Trade | 1486109 | 1486109 | 63038 | 11709840 | 11709840 | 8311452 |
Largest Losing Trade | -38385 | -33413 | -38385 | -5477835 | -5477835 | -4336013 |
Avg Bars in Trades | 73 | 75 | 71 | 73 | 75 | 71 |
Avg Bars in Winners | 101 | 112 | 91 | 101 | 112 | 91 |
Avg Bars in Losers | 45 | 45 | 46 | 45 | 45 | 46 |
Bars Traded | 4556 | 2349 | 2207 | 4556 | 2349 | 2207 |
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 | -137674 | 678371 | -273588 | -149077 | 243768 | 437082 |
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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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