Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1930214.138 | 1769255.6494 | 160958.4887 | 21380371.5723 | 9241165.1107 | 12139206.4616 |
Total P&L (%) | 1930.2141 | 1769.2556 | 160.9585 | 21380.3716 | 9241.1651 | 12139.2065 |
Avg Daily Profit (%) | 0.8519 | 0.7809 | 0.071 | 0.2373 | 0.2005 | 0.2124 |
Buy And Hold Return (%) | 351.3912 | 351.3912 | 351.3912 | 351.3912 | 351.3912 | 351.3912 |
Max Trade Drawdown | -99187 | -66025 | -50549 | -38747461 | -29246398 | -15591508 |
Profit Factor | 5.8357 | 10.1662 | 1.7808 | 1.2258 | 1.1905 | 1.263 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 50.7463 | 50 | 51.5152 | 50.7463 | 50 | 51.5152 |
Ratio Avg Win / Avg Loss | 5.664 | 10.1662 | 1.6761 | 1.1898 | 1.1905 | 1.1887 |
Largest Winning Trade | 1279650 | 1279650 | 61019 | 21569495 | 21569495 | 13616766 |
Largest Losing Trade | -33130 | -28236 | -33130 | -15524366 | -15524366 | -11724961 |
Avg Bars in Trades | 96 | 86 | 105 | 96 | 86 | 105 |
Avg Bars in Winners | 147 | 143 | 152 | 147 | 143 | 152 |
Avg Bars in Losers | 42 | 30 | 55 | 42 | 30 | 55 |
Bars Traded | 6436 | 2948 | 3488 | 6436 | 2948 | 3488 |
Profit Streak | 0 | 0 | 164.5339 | 0 | 0 | 164.5339 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -100288 | 727334 | -259346 | -112915 | -2967 | 329027 |
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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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