Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2038932.0016 | 1939034.595 | 99897.4066 | 17895355.2463 | 16699549.0473 | 1195806.199 |
Total P&L (%) | 2038.932 | 1939.0346 | 99.8974 | 17895.3552 | 16699.549 | 1195.8062 |
Avg Daily Profit (%) | 0.8126 | 0.7728 | 0.0398 | 0.2072 | 0.2044 | 0.1022 |
Buy And Hold Return (%) | 2002.2644 | 2002.2644 | 2002.2644 | 2002.2644 | 2002.2644 | 2002.2644 |
Max Trade Drawdown | -81957 | -46431 | -67964 | -24723426 | -14370230 | -17928727 |
Profit Factor | 6.316 | 10.7372 | 1.5417 | 1.3095 | 1.5091 | 1.0478 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 45.3125 | 46.875 | 43.75 | 45.3125 | 46.875 | 43.75 |
Ratio Avg Win / Avg Loss | 7.6228 | 12.1689 | 1.9822 | 1.5804 | 1.7103 | 1.3472 |
Largest Winning Trade | 1497557 | 1497557 | 49108 | 17893042 | 17893042 | 9188198 |
Largest Losing Trade | -28406 | -28406 | -28110 | -11152082 | -11152082 | -5342145 |
Avg Bars in Trades | 154 | 146 | 161 | 154 | 146 | 161 |
Avg Bars in Winners | 223 | 225 | 220 | 223 | 225 | 220 |
Avg Bars in Losers | 96 | 76 | 115 | 96 | 76 | 115 |
Bars Traded | 9865 | 4692 | 5173 | 9865 | 4692 | 5173 |
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 | -283975 | -145563 | -305286 | -136248 | 334817 | -392368 |
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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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