Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1966469.7783 | 1846704.1076 | 119765.6707 | 12895324.5584 | 8652600.0681 | 4242724.4903 |
Total P&L (%) | 1966.4698 | 1846.7041 | 119.7657 | 12895.3246 | 8652.6001 | 4242.7245 |
Avg Daily Profit (%) | 0.8684 | 0.8155 | 0.0529 | 0.2152 | 0.1977 | 0.1667 |
Buy And Hold Return (%) | 311.4286 | 311.4286 | 311.4286 | 311.4286 | 311.4286 | 311.4286 |
Max Trade Drawdown | -84763 | -36998 | -55015 | -20868201 | -10925174 | -12802432 |
Profit Factor | 5.6016 | 10.808 | 1.501 | 1.2345 | 1.3547 | 1.1386 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 50.7692 | 51.5152 | 50 | 50.7692 | 51.5152 | 50 |
Ratio Avg Win / Avg Loss | 5.4319 | 10.1722 | 1.501 | 1.1971 | 1.275 | 1.1386 |
Largest Winning Trade | 1320970 | 1320970 | 61985 | 10554007 | 10554007 | 9454036 |
Largest Losing Trade | -48394 | -29690 | -48394 | -10237758 | -5436302 | -10237758 |
Avg Bars in Trades | 65 | 59 | 70 | 65 | 59 | 70 |
Avg Bars in Winners | 94 | 85 | 104 | 94 | 85 | 104 |
Avg Bars in Losers | 34 | 32 | 36 | 34 | 32 | 36 |
Bars Traded | 4230 | 1978 | 2252 | 4230 | 1978 | 2252 |
Profit Streak | 0 | 0 | 160.4845 | 0 | 0 | 160.4845 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -114895 | 761969 | -285098 | -128049 | 309874 | -59729 |
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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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