Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2172677.8183 | 1999994.0286 | 172683.7897 | 32915628.1097 | 14979240.3645 | 17936387.7452 |
Total P&L (%) | 2172.6778 | 1999.994 | 172.6838 | 32915.6281 | 14979.2404 | 17936.3877 |
Avg Daily Profit (%) | 0.9592 | 0.883 | 0.0762 | 0.2564 | 0.2217 | 0.2296 |
Buy And Hold Return (%) | 555.814 | 555.814 | 555.814 | 555.814 | 555.814 | 555.814 |
Max Trade Drawdown | -59369 | -46369 | -50784 | -30840817 | -21071929 | -26964892 |
Profit Factor | 6.4281 | 12.2827 | 1.7744 | 1.3474 | 1.4004 | 1.3128 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 48.1013 | 47.5 | 48.7179 | 48.1013 | 47.5 | 48.7179 |
Ratio Avg Win / Avg Loss | 6.9356 | 13.5756 | 1.8677 | 1.4538 | 1.5478 | 1.3819 |
Largest Winning Trade | 1519131 | 1519131 | 63477 | 16920339 | 16324668 | 16920339 |
Largest Losing Trade | -31936 | -27202 | -31936 | -16307569 | -6513314 | -16307569 |
Avg Bars in Trades | 81 | 75 | 86 | 81 | 75 | 86 |
Avg Bars in Winners | 104 | 99 | 108 | 104 | 99 | 108 |
Avg Bars in Losers | 60 | 54 | 65 | 60 | 54 | 65 |
Bars Traded | 6416 | 3038 | 3378 | 6416 | 3038 | 3378 |
Profit Streak | 0 | 0 | 76.2548 | 0 | 0 | 76.2548 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -12486 | 656746 | -253486 | -23122 | 327153 | 307188 |
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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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