Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2086058.2285 | 1914532.5633 | 171525.6652 | 22401663.032 | -4941154.4821 | 27342817.5141 |
Total P&L (%) | 2086.0582 | 1914.5326 | 171.5257 | 22401.663 | -4941.1545 | 27342.8175 |
Avg Daily Profit (%) | 1.162 | 1.0665 | 0.0955 | 0.3022 | 0 | 0.3133 |
Buy And Hold Return (%) | 381.9383 | 381.9383 | 381.9383 | 381.9383 | 381.9383 | 381.9383 |
Max Trade Drawdown | -75164 | -76273 | -53990 | -18521197 | -26305690 | -11498276 |
Profit Factor | 6.3712 | 9.3252 | 2.0828 | 1.2889 | 0.9021 | 2.0112 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 25 | 9 | 16 | 25 | 9 | 16 |
Losing Trades | 41 | 24 | 17 | 41 | 24 | 17 |
Profitability (%) | 37.8788 | 27.2727 | 48.4848 | 37.8788 | 27.2727 | 48.4848 |
Ratio Avg Win / Avg Loss | 10.4488 | 24.8671 | 2.213 | 2.1138 | 2.4057 | 2.1369 |
Largest Winning Trade | 989464 | 989464 | 70459 | 12806465 | 12806465 | 9985957 |
Largest Losing Trade | -45742 | -22946 | -45742 | -4627408 | -4627408 | -3241741 |
Avg Bars in Trades | 319 | 249 | 389 | 319 | 249 | 389 |
Avg Bars in Winners | 632 | 608 | 646 | 632 | 608 | 646 |
Avg Bars in Losers | 128 | 115 | 147 | 128 | 115 | 147 |
Bars Traded | 21091 | 8242 | 12849 | 21091 | 8242 | 12849 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -112508 | 28004 | -227840 | -123453 | -597823 | 439684 |
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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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