Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2353200.8679 | 2178613.2684 | 174587.5995 | 26285935.3407 | -5522937.1971 | 31808872.5378 |
Total P&L (%) | 2353.2009 | 2178.6133 | 174.5876 | 26285.9353 | -5522.9372 | 31808.8725 |
Avg Daily Profit (%) | 1.3128 | 1.2154 | 0.0974 | 0.3115 | 0 | 0.3222 |
Buy And Hold Return (%) | 252.2173 | 252.2173 | 252.2173 | 252.2173 | 252.2173 | 252.2173 |
Max Trade Drawdown | -60371 | -68706 | -46535 | -25634278 | -31764867 | -13006031 |
Profit Factor | 7.5455 | 11.9959 | 2.0818 | 1.2855 | 0.9019 | 1.8891 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 20 | 7 | 13 | 20 | 7 | 13 |
Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Profitability (%) | 30.303 | 21.2121 | 39.3939 | 30.303 | 21.2121 | 39.3939 |
Ratio Avg Win / Avg Loss | 17.3546 | 44.5563 | 3.2028 | 2.9567 | 3.3498 | 2.9063 |
Largest Winning Trade | 1151953 | 1151953 | 66441 | 17005149 | 17005149 | 16793099 |
Largest Losing Trade | -20607 | -13806 | -20607 | -6356948 | -6356948 | -4536709 |
Avg Bars in Trades | 52 | 41 | 63 | 52 | 41 | 63 |
Avg Bars in Winners | 131 | 131 | 131 | 131 | 131 | 131 |
Avg Bars in Losers | 17 | 17 | 18 | 17 | 17 | 18 |
Bars Traded | 3451 | 1365 | 2086 | 3451 | 1365 | 2086 |
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 | -114298 | -24479 | -228910 | -126340 | -624534 | 306673 |
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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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