Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2020669.7483 | 1841759.5202 | 178910.2282 | 30251248.3346 | 4857382.5613 | 25393865.7733 |
Total P&L (%) | 2020.6697 | 1841.7595 | 178.9102 | 30251.2483 | 4857.3826 | 25393.8658 |
Avg Daily Profit (%) | 0.8933 | 0.8142 | 0.0791 | 0.253 | 0.1727 | 0.2453 |
Buy And Hold Return (%) | 296.8571 | 296.8571 | 296.8571 | 296.8571 | 296.8571 | 296.8571 |
Max Trade Drawdown | -77895 | -42167 | -55830 | -24236148 | -21727484 | -9409622 |
Profit Factor | 6.4876 | 10.238 | 2.0595 | 1.3835 | 1.1007 | 1.8292 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 52.459 | 48.3871 | 56.6667 | 52.459 | 48.3871 | 56.6667 |
Ratio Avg Win / Avg Loss | 5.8794 | 10.9206 | 1.5749 | 1.2538 | 1.174 | 1.3988 |
Largest Winning Trade | 1298939 | 1298939 | 60844 | 17736646 | 17736646 | 16514294 |
Largest Losing Trade | -33725 | -33725 | -30289 | -12513577 | -12513577 | -8187801 |
Avg Bars in Trades | 211 | 188 | 234 | 211 | 188 | 234 |
Avg Bars in Winners | 312 | 298 | 324 | 312 | 298 | 324 |
Avg Bars in Losers | 99 | 84 | 117 | 99 | 84 | 117 |
Bars Traded | 12873 | 5837 | 7036 | 12873 | 5837 | 7036 |
Profit Streak | 0 | 0 | 160.539 | 0 | 0 | 160.539 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144034 | 738318 | -247428 | -156596 | -102656 | 452380 |
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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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