Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1606081.8993 | 1487539.7022 | 118542.1971 | 8131431.4551 | -560810.8925 | 8692242.3477 |
Total P&L (%) | 1606.0819 | 1487.5397 | 118.5422 | 8131.4315 | -560.8109 | 8692.2423 |
Avg Daily Profit (%) | 0.6415 | 0.5941 | 0.0473 | 0.1763 | 0 | 0.179 |
Buy And Hold Return (%) | 469.2345 | 469.2345 | 469.2345 | 469.2345 | 469.2345 | 469.2345 |
Max Trade Drawdown | -90617 | -59938 | -75725 | -15879064 | -8983733 | -9815101 |
Profit Factor | 4.9028 | 8.8424 | 1.5344 | 1.2339 | 0.9697 | 1.5347 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 25 | 10 | 15 | 25 | 10 | 15 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 40.3226 | 32.2581 | 48.3871 | 40.3226 | 32.2581 | 48.3871 |
Ratio Avg Win / Avg Loss | 7.2561 | 18.569 | 1.6366 | 1.8262 | 2.0364 | 1.637 |
Largest Winning Trade | 1081895 | 1081895 | 56142 | 7487971 | 5126456 | 7487971 |
Largest Losing Trade | -33441 | -33441 | -24066 | -4637356 | -4637356 | -3001906 |
Avg Bars in Trades | 158 | 146 | 170 | 158 | 146 | 170 |
Avg Bars in Winners | 253 | 268 | 243 | 253 | 268 | 243 |
Avg Bars in Losers | 94 | 88 | 102 | 94 | 88 | 102 |
Bars Traded | 9827 | 4537 | 5290 | 9827 | 4537 | 5290 |
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 | -145741 | 361266 | -293496 | -153914 | -584939 | 353511 |
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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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