Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2108814.3075 | 1859826.2619 | 248988.0456 | 46398177.6198 | 6862776.2344 | 39535401.3854 |
Total P&L (%) | 2108.8143 | 1859.8263 | 248.988 | 46398.1776 | 6862.7762 | 39535.4014 |
Avg Daily Profit (%) | 0.9512 | 0.8389 | 0.1123 | 0.2774 | 0.1916 | 0.2702 |
Buy And Hold Return (%) | 199.0943 | 199.0943 | 199.0943 | 199.0943 | 199.0943 | 199.0943 |
Max Trade Drawdown | -91569 | -72068 | -87009 | -39120816 | -21125296 | -34803870 |
Profit Factor | 6.4688 | 10.24 | 2.3508 | 1.4478 | 1.109 | 1.9726 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 21 | 12 | 9 | 21 | 12 | 9 |
Profitability (%) | 63.7931 | 58.6207 | 68.9655 | 63.7931 | 58.6207 | 68.9655 |
Ratio Avg Win / Avg Loss | 3.6715 | 7.2282 | 1.0579 | 0.8217 | 0.7828 | 0.8877 |
Largest Winning Trade | 1518974 | 1518974 | 42655 | 16067392 | 16067392 | 11251807 |
Largest Losing Trade | -50335 | -50335 | -45239 | -23475739 | -21125296 | -23475739 |
Avg Bars in Trades | 110 | 150 | 71 | 110 | 150 | 71 |
Avg Bars in Winners | 105 | 138 | 77 | 105 | 138 | 77 |
Avg Bars in Losers | 119 | 167 | 56 | 119 | 167 | 56 |
Bars Traded | 6425 | 4364 | 2061 | 6425 | 4364 | 2061 |
Profit Streak | 0 | 0 | 350.8925 | 0 | 0 | 350.8925 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -155886 | 820454 | -123740 | -169691 | -93259 | 481456 |
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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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