Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2317391.1279 | 2128225.8874 | 189165.2404 | 36906111.7316 | 9592412.4456 | 27313699.286 |
Total P&L (%) | 2317.3911 | 2128.2259 | 189.1652 | 36906.1117 | 9592.4124 | 27313.6993 |
Avg Daily Profit (%) | 1.0277 | 0.9439 | 0.0839 | 0.2626 | 0.2031 | 0.2493 |
Buy And Hold Return (%) | 353.3981 | 353.3981 | 353.3981 | 353.3981 | 353.3981 | 353.3981 |
Max Trade Drawdown | -69709 | -35561 | -50284 | -17764702 | -10504650 | -7594915 |
Profit Factor | 8.2176 | 13.0712 | 2.3067 | 1.9317 | 1.3915 | 2.8081 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Profitability (%) | 63.4921 | 62.5 | 64.5161 | 63.4921 | 62.5 | 64.5161 |
Ratio Avg Win / Avg Loss | 4.7251 | 7.8427 | 1.2687 | 1.1108 | 0.8349 | 1.5445 |
Largest Winning Trade | 1664017 | 1664017 | 63430 | 11797305 | 10843550 | 11797305 |
Largest Losing Trade | -29362 | -27034 | -29362 | -8249083 | -8249083 | -6231438 |
Avg Bars in Trades | 204 | 179 | 229 | 204 | 179 | 229 |
Avg Bars in Winners | 258 | 233 | 283 | 258 | 233 | 283 |
Avg Bars in Losers | 109 | 88 | 132 | 109 | 88 | 132 |
Bars Traded | 12865 | 5737 | 7128 | 12865 | 5737 | 7128 |
Profit Streak | 0 | 0 | 315.3584 | 0 | 0 | 315.3584 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -127653 | 819187 | -240258 | -138120 | 310608 | 612227 |
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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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