Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2835714.5487 | 2793063.4989 | 42651.0497 | 37241957.174 | 73678889.0326 | -36436931.8586 |
Total P&L (%) | 2835.7145 | 2793.0635 | 42.6511 | 37241.9572 | 73678.889 | -36436.9319 |
Avg Daily Profit (%) | 1.3882 | 1.3674 | 0.0209 | 0.2904 | 0.3238 | 0 |
Buy And Hold Return (%) | 2694.2469 | 2694.2469 | 2694.2469 | 2694.2469 | 2694.2469 | 2694.2469 |
Max Trade Drawdown | -94726 | -85788 | -62472 | -34440887 | -26759482 | -36963807 |
Profit Factor | 7.0565 | 15.396 | 1.1556 | 1.2905 | 2.6305 | 0.5611 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 21 | 12 | 9 | 21 | 12 | 9 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 32.3077 | 36.3636 | 28.125 | 32.3077 | 36.3636 | 28.125 |
Ratio Avg Win / Avg Loss | 14.785 | 26.943 | 2.9531 | 2.7039 | 4.6033 | 1.4339 |
Largest Winning Trade | 1632317 | 1632317 | 82080 | 45792573 | 45792573 | 14884915 |
Largest Losing Trade | -30065 | -30065 | -27983 | -10476767 | -7796111 | -10476767 |
Avg Bars in Trades | 172 | 127 | 220 | 172 | 127 | 220 |
Avg Bars in Winners | 415 | 280 | 595 | 415 | 280 | 595 |
Avg Bars in Losers | 57 | 39 | 73 | 57 | 39 | 73 |
Bars Traded | 11236 | 4192 | 7044 | 11236 | 4192 | 7044 |
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 | -270395 | -137508 | -395129 | -133210 | 316260 | -595185 |
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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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