Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2336463.4551 | 2118043.4418 | 218420.0133 | 44769261.5252 | 19875372.163 | 24893889.3622 |
Total P&L (%) | 2336.4635 | 2118.0434 | 218.42 | 44769.2615 | 19875.3722 | 24893.8894 |
Avg Daily Profit (%) | 1.0503 | 0.9521 | 0.0982 | 0.2749 | 0.2384 | 0.2485 |
Buy And Hold Return (%) | 304.4075 | 304.4075 | 304.4075 | 304.4075 | 304.4075 | 304.4075 |
Max Trade Drawdown | -83715 | -48454 | -52798 | -51300012 | -33708993 | -33929431 |
Profit Factor | 7.1689 | 13.7175 | 2.0293 | 1.238 | 1.2132 | 1.2624 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Losing Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Profitability (%) | 57.377 | 63.3333 | 51.6129 | 57.377 | 63.3333 | 51.6129 |
Ratio Avg Win / Avg Loss | 5.3254 | 7.9417 | 1.9025 | 0.9197 | 0.7024 | 1.1835 |
Largest Winning Trade | 1802625 | 1802625 | 51611 | 24320514 | 24320514 | 18527115 |
Largest Losing Trade | -43068 | -43068 | -35260 | -32223780 | -32223780 | -18958406 |
Avg Bars in Trades | 140 | 164 | 116 | 140 | 164 | 116 |
Avg Bars in Winners | 181 | 188 | 172 | 181 | 188 | 172 |
Avg Bars in Losers | 85 | 123 | 57 | 85 | 123 | 57 |
Bars Traded | 8563 | 4939 | 3624 | 8563 | 4939 | 3624 |
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 | -143131 | 845248 | -223640 | -158327 | 285614 | 305119 |
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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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