Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2146661.6131 | 1968454.7342 | 178206.8789 | 26420379.4413 | -9663698.8078 | 36084078.2491 |
Total P&L (%) | 2146.6616 | 1968.4547 | 178.2069 | 26420.3794 | -9663.6988 | 36084.0782 |
Avg Daily Profit (%) | 1.1955 | 1.0962 | 0.0992 | 0.3113 | 0 | 0.3286 |
Buy And Hold Return (%) | 245.3371 | 245.3371 | 245.3371 | 245.3371 | 245.3371 | 245.3371 |
Max Trade Drawdown | -85657 | -93694 | -53222 | -50308109 | -48965887 | -26374471 |
Profit Factor | 6.8316 | 10.5457 | 2.1008 | 1.1751 | 0.8903 | 1.5742 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 27 | 10 | 17 | 27 | 10 | 17 |
Losing Trades | 39 | 23 | 16 | 39 | 23 | 16 |
Profitability (%) | 40.9091 | 30.303 | 51.5152 | 40.9091 | 30.303 | 51.5152 |
Ratio Avg Win / Avg Loss | 9.8679 | 24.2551 | 1.9772 | 1.6973 | 2.0476 | 1.4816 |
Largest Winning Trade | 967974 | 967974 | 70383 | 23573104 | 23573104 | 14477431 |
Largest Losing Trade | -22720 | -22720 | -22241 | -11068911 | -8478077 | -11068911 |
Avg Bars in Trades | 155 | 123 | 187 | 155 | 123 | 187 |
Avg Bars in Winners | 311 | 277 | 331 | 311 | 277 | 331 |
Avg Bars in Losers | 47 | 56 | 35 | 47 | 56 | 35 |
Bars Traded | 10278 | 4084 | 6194 | 10278 | 4084 | 6194 |
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 | -110275 | 513598 | -222093 | -150172 | -585684 | 398442 |
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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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