Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2181852.7276 | 1953154.4002 | 228698.3275 | 60074115.5264 | 4232435.7751 | 55841679.7514 |
Total P&L (%) | 2181.8527 | 1953.1544 | 228.6983 | 60074.1155 | 4232.4358 | 55841.6798 |
Avg Daily Profit (%) | 0.9644 | 0.8633 | 0.1011 | 0.2833 | 0.1667 | 0.2801 |
Buy And Hold Return (%) | 364.5643 | 364.5643 | 364.5643 | 364.5643 | 364.5643 | 364.5643 |
Max Trade Drawdown | -69071 | -45351 | -32148 | -63134924 | -46471425 | -25327070 |
Profit Factor | 6.8452 | 11.0065 | 2.2842 | 1.5363 | 1.0687 | 2.108 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 17 | 10 | 7 | 17 | 10 | 7 |
Profitability (%) | 72.1311 | 67.7419 | 76.6667 | 72.1311 | 67.7419 | 76.6667 |
Ratio Avg Win / Avg Loss | 2.6447 | 5.2412 | 0.6952 | 0.5936 | 0.5089 | 0.6416 |
Largest Winning Trade | 1381827 | 1381827 | 47670 | 39327590 | 17366235 | 39327590 |
Largest Losing Trade | -69071 | -52334 | -69071 | -31948244 | -31948244 | -25327070 |
Avg Bars in Trades | 106 | 126 | 85 | 106 | 126 | 85 |
Avg Bars in Winners | 100 | 111 | 89 | 100 | 111 | 89 |
Avg Bars in Losers | 121 | 156 | 72 | 121 | 156 | 72 |
Bars Traded | 6476 | 3915 | 2561 | 6476 | 3915 | 2561 |
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 | -141970 | 824909 | -218817 | -154519 | -136610 | 481033 |
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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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