Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1640642.4217 | 1488298.71 | 152343.7117 | 10689482.9356 | 8050106.0244 | 2639376.9112 |
Total P&L (%) | 1640.6424 | 1488.2987 | 152.3437 | 10689.4829 | 8050.106 | 2639.3769 |
Avg Daily Profit (%) | 0.7875 | 0.7144 | 0.0731 | 0.2249 | 0.2115 | 0.159 |
Buy And Hold Return (%) | 303.3571 | 303.3571 | 303.3571 | 303.3571 | 303.3571 | 303.3571 |
Max Trade Drawdown | -124394 | -44954 | -102141 | -37983860 | -13774673 | -28565377 |
Profit Factor | 5.221 | 10.3446 | 1.6641 | 1.1372 | 1.2904 | 1.0526 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 48.4848 | 42.4242 | 54.5455 | 48.4848 | 42.4242 | 54.5455 |
Ratio Avg Win / Avg Loss | 5.5473 | 14.0391 | 1.3867 | 1.2083 | 1.7512 | 0.8772 |
Largest Winning Trade | 956395 | 956395 | 62185 | 13127260 | 8954908 | 13127260 |
Largest Losing Trade | -55008 | -27758 | -55008 | -13431322 | -7239000 | -13431322 |
Avg Bars in Trades | 366 | 325 | 406 | 366 | 325 | 406 |
Avg Bars in Winners | 468 | 463 | 472 | 468 | 463 | 472 |
Avg Bars in Losers | 270 | 224 | 328 | 270 | 224 | 328 |
Bars Traded | 24167 | 10738 | 13429 | 24167 | 10738 | 13429 |
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 | -109133 | 596690 | -258478 | -190434 | 226828 | -156086 |
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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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