Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2280286.3693 | 2120530.9173 | 159755.4521 | 18498097.6065 | 17125506.6925 | 1372590.914 |
Total P&L (%) | 2280.2864 | 2120.5309 | 159.7555 | 18498.0976 | 17125.5067 | 1372.5909 |
Avg Daily Profit (%) | 1.0315 | 0.9592 | 0.0723 | 0.2367 | 0.2332 | 0.1217 |
Buy And Hold Return (%) | 429.2816 | 429.2816 | 429.2816 | 429.2816 | 429.2816 | 429.2816 |
Max Trade Drawdown | -116747 | -62424 | -101032 | -52114091 | -27238536 | -49411953 |
Profit Factor | 6.6557 | 13.9922 | 1.6657 | 1.1427 | 1.319 | 1.0181 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 43.1034 | 44.8276 | 41.3793 | 43.1034 | 44.8276 | 41.3793 |
Ratio Avg Win / Avg Loss | 8.7856 | 17.2212 | 2.3598 | 1.5084 | 1.6234 | 1.4423 |
Largest Winning Trade | 1860816 | 1860816 | 53285 | 28616263 | 28616263 | 14819884 |
Largest Losing Trade | -40222 | -25212 | -40222 | -25097711 | -12707214 | -25097711 |
Avg Bars in Trades | 148 | 139 | 157 | 148 | 139 | 157 |
Avg Bars in Winners | 260 | 227 | 296 | 260 | 227 | 296 |
Avg Bars in Losers | 63 | 69 | 59 | 63 | 69 | 59 |
Bars Traded | 8614 | 4054 | 4559 | 8614 | 4054 | 4559 |
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 | -161412 | 661641 | -262485 | -236267 | 272371 | -237065 |
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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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