Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3011880.5012 | 2933837.398 | 78043.1032 | 41111217.5766 | 35352543.4711 | 5758674.1055 |
Total P&L (%) | 3011.8805 | 2933.8374 | 78.0431 | 41111.2176 | 35352.5435 | 5758.6741 |
Avg Daily Profit (%) | 1.3257 | 1.2913 | 0.0344 | 0.2654 | 0.2587 | 0.1793 |
Buy And Hold Return (%) | 8795.7328 | 8795.7328 | 8795.7328 | 8795.7328 | 8795.7328 | 8795.7328 |
Max Trade Drawdown | -156453 | -109525 | -46927 | -30900706 | -17132022 | -14709552 |
Profit Factor | 8.8812 | 13.1424 | 1.5553 | 1.6604 | 2.0222 | 1.2081 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 52.459 | 50 | 54.8387 | 52.459 | 50 | 54.8387 |
Ratio Avg Win / Avg Loss | 8.0486 | 13.1424 | 1.2808 | 1.5047 | 2.0222 | 0.9949 |
Largest Winning Trade | 2181087 | 2181087 | 44034 | 26087339 | 26087339 | 8233070 |
Largest Losing Trade | -40649 | -40649 | -32001 | -11703224 | -6567427 | -11703224 |
Avg Bars in Trades | 104 | 186 | 25 | 104 | 186 | 25 |
Avg Bars in Winners | 116 | 220 | 25 | 116 | 220 | 25 |
Avg Bars in Losers | 90 | 152 | 24 | 90 | 152 | 24 |
Bars Traded | 6377 | 5587 | 790 | 6377 | 5587 | 790 |
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 | -309308 | -143704 | -310274 | -155562 | 364686 | -159196 |
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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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