Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1089962.0594 | 944490.2889 | 145471.7705 | 19005120.146 | 12820376.2872 | 6184743.8588 |
Total P&L (%) | 1089.9621 | 944.4903 | 145.4718 | 19005.1201 | 12820.3763 | 6184.7439 |
Avg Daily Profit (%) | 0.5994 | 0.5194 | 0.08 | 0.2893 | 0.2677 | 0.228 |
Buy And Hold Return (%) | 782.699 | 782.699 | 782.699 | 782.699 | 782.699 | 782.699 |
Max Trade Drawdown | -66476 | -78113 | -56974 | -11788606 | -11256171 | -8381346 |
Profit Factor | 2.7266 | 4.2527 | 1.4267 | 1.3984 | 1.5576 | 1.2502 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 61 | 27 | 34 | 61 | 27 | 34 |
Losing Trades | 69 | 38 | 31 | 69 | 38 | 31 |
Profitability (%) | 46.9231 | 41.5385 | 52.3077 | 46.9231 | 41.5385 | 52.3077 |
Ratio Avg Win / Avg Loss | 3.0842 | 5.9853 | 1.3008 | 1.5818 | 2.1922 | 1.1399 |
Largest Winning Trade | 313229 | 313229 | 76017 | 10789947 | 10789947 | 5624825 |
Largest Losing Trade | -25158 | -23772 | -25158 | -5574122 | -3134815 | -5574122 |
Avg Bars in Trades | 41 | 38 | 44 | 41 | 38 | 44 |
Avg Bars in Winners | 59 | 57 | 61 | 59 | 57 | 61 |
Avg Bars in Losers | 25 | 24 | 25 | 25 | 24 | 25 |
Bars Traded | 5367 | 2493 | 2874 | 5367 | 2493 | 2874 |
Profit Streak | 0 | 23.6999 | 0 | 0 | 23.6999 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -27843 | -218156 | -382436 | 350822 | -123317 | -123324 |
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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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