Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3640309.0343 | 3597925.9471 | 42383.0871 | 9256125.257 | 55920010.6215 | -46663885.3645 |
Total P&L (%) | 3640.309 | 3597.9259 | 42.3831 | 9256.1253 | 55920.0106 | -46663.8854 |
Avg Daily Profit (%) | 1.7816 | 1.7609 | 0.0207 | 0.2224 | 0.3102 | 0 |
Buy And Hold Return (%) | 3007.0635 | 3007.0635 | 3007.0635 | 3007.0635 | 3007.0635 | 3007.0635 |
Max Trade Drawdown | -149044 | -65255 | -148084 | -74510853 | -26190619 | -68779829 |
Profit Factor | 6.0117 | 11.0846 | 1.1147 | 1.052 | 1.8976 | 0.5971 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 46.875 | 40.625 | 53.125 | 46.875 | 40.625 | 53.125 |
Ratio Avg Win / Avg Loss | 6.8132 | 16.2006 | 0.9835 | 1.1922 | 2.7733 | 0.5269 |
Largest Winning Trade | 1522396 | 1522396 | 76868 | 52289472 | 52289472 | 20245499 |
Largest Losing Trade | -68164 | -46369 | -68164 | -32276664 | -17708471 | -32276664 |
Avg Bars in Trades | 123 | 124 | 122 | 123 | 124 | 122 |
Avg Bars in Winners | 174 | 200 | 155 | 174 | 200 | 155 |
Avg Bars in Losers | 78 | 72 | 84 | 78 | 72 | 84 |
Bars Traded | 7902 | 3981 | 3921 | 7902 | 3981 | 3921 |
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 | -222430 | -85796 | -426604 | -302893 | 320540 | -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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