Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2623410.2273 | 2563972.6807 | 59437.5466 | 27052343.7608 | 35530787.6617 | -8478443.9009 |
Total P&L (%) | 2623.4102 | 2563.9727 | 59.4375 | 27052.3438 | 35530.7877 | -8478.4439 |
Avg Daily Profit (%) | 1.2843 | 1.2552 | 0.0291 | 0.2747 | 0.2881 | 0 |
Buy And Hold Return (%) | 3192.8437 | 3192.8437 | 3192.8437 | 3192.8437 | 3192.8437 | 3192.8437 |
Max Trade Drawdown | -156317 | -67345 | -131547 | -42785951 | -16969763 | -41239568 |
Profit Factor | 5.8861 | 11.6135 | 1.2013 | 1.3011 | 2.076 | 0.8508 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 50.7692 | 48.4848 | 53.125 | 50.7692 | 48.4848 | 53.125 |
Ratio Avg Win / Avg Loss | 5.7077 | 12.3394 | 1.0599 | 1.2617 | 2.2058 | 0.7507 |
Largest Winning Trade | 1426642 | 1426642 | 72114 | 23154820 | 23154820 | 18658187 |
Largest Losing Trade | -68626 | -64097 | -68626 | -17174493 | -8324961 | -17174493 |
Avg Bars in Trades | 172 | 159 | 186 | 172 | 159 | 186 |
Avg Bars in Winners | 251 | 247 | 255 | 251 | 247 | 255 |
Avg Bars in Losers | 91 | 75 | 109 | 91 | 75 | 109 |
Bars Traded | 11235 | 5254 | 5981 | 11235 | 5254 | 5981 |
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 | -279646 | -144302 | -319933 | -127133 | 436440 | -580405 |
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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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