Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2625368.5731 | 2360677.8074 | 264690.7657 | 93829758.2744 | 27592862.8262 | 66236895.4482 |
Total P&L (%) | 2625.3686 | 2360.6778 | 264.6908 | 93829.7583 | 27592.8628 | 66236.8954 |
Avg Daily Profit (%) | 1.1854 | 1.0659 | 0.1195 | 0.3096 | 0.2543 | 0.2938 |
Buy And Hold Return (%) | 261.4055 | 261.4055 | 261.4055 | 261.4055 | 261.4055 | 261.4055 |
Max Trade Drawdown | -82332 | -40292 | -71630 | -67107781 | -38071521 | -60005103 |
Profit Factor | 8.7504 | 15.6075 | 2.4943 | 1.4886 | 1.2881 | 1.6881 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 50 | 48.2759 | 51.7241 | 50 | 48.2759 | 51.7241 |
Ratio Avg Win / Avg Loss | 8.7504 | 16.7223 | 2.328 | 1.4886 | 1.3801 | 1.5756 |
Largest Winning Trade | 2050080 | 2050080 | 44506 | 39093347 | 24108305 | 39093347 |
Largest Losing Trade | -40292 | -40292 | -26907 | -38071521 | -38071521 | -29368629 |
Avg Bars in Trades | 110 | 122 | 97 | 110 | 122 | 97 |
Avg Bars in Winners | 148 | 163 | 134 | 148 | 163 | 134 |
Avg Bars in Losers | 72 | 84 | 58 | 72 | 84 | 58 |
Bars Traded | 6400 | 3561 | 2839 | 6400 | 3561 | 2839 |
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 | -157470 | 763181 | -190395 | -169289 | 280320 | 439425 |
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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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