Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2590853.1477 | 2360511.8361 | 230341.3116 | 49500561.7744 | 19190876.6083 | 30309685.1661 |
Total P&L (%) | 2590.8531 | 2360.5118 | 230.3413 | 49500.5618 | 19190.8766 | 30309.6852 |
Avg Daily Profit (%) | 1.118 | 1.0186 | 0.0994 | 0.2682 | 0.2273 | 0.247 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67157 | -90489 | -67165 | -22919866 | -18058249 | -10510761 |
Profit Factor | 7.3623 | 11.8406 | 2.2157 | 1.7974 | 1.498 | 2.2874 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 49.2308 | 42.4242 | 56.25 | 49.2308 | 42.4242 | 56.25 |
Ratio Avg Win / Avg Loss | 7.5924 | 16.0694 | 1.7233 | 1.8536 | 2.033 | 1.7791 |
Largest Winning Trade | 1839352 | 1839352 | 81881 | 24493009 | 24493009 | 22696354 |
Largest Losing Trade | -43099 | -42527 | -43099 | -6905570 | -6905570 | -6087207 |
Avg Bars in Trades | 131 | 117 | 146 | 131 | 117 | 146 |
Avg Bars in Winners | 203 | 199 | 206 | 203 | 199 | 206 |
Avg Bars in Losers | 61 | 56 | 68 | 61 | 56 | 68 |
Bars Traded | 8561 | 3881 | 4680 | 8561 | 3881 | 4680 |
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 | -114328 | 680868 | -55289 | -124269 | 277393 | 488603 |
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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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