Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2215138.9511 | 1943033.1805 | 272105.7706 | 67213798.7139 | 4269012.8635 | 62944785.8504 |
Total P&L (%) | 2215.139 | 1943.0332 | 272.1058 | 67213.7987 | 4269.0129 | 62944.7859 |
Avg Daily Profit (%) | 0.9537 | 0.8366 | 0.1172 | 0.2808 | 0.1628 | 0.2779 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85585 | -65624 | -71352 | -71847844 | -57845431 | -56907306 |
Profit Factor | 6.2195 | 10.1097 | 2.289 | 1.2435 | 1.0287 | 1.495 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Losing Trades | 30 | 19 | 11 | 30 | 19 | 11 |
Profitability (%) | 55.2239 | 44.1176 | 66.6667 | 55.2239 | 44.1176 | 66.6667 |
Ratio Avg Win / Avg Loss | 5.0429 | 12.8056 | 1.1445 | 1.0082 | 1.303 | 0.7475 |
Largest Winning Trade | 1486892 | 1486892 | 83839 | 45769067 | 45769067 | 36712843 |
Largest Losing Trade | -40600 | -29557 | -40600 | -39293002 | -26693048 | -39293002 |
Avg Bars in Trades | 198 | 175 | 223 | 198 | 175 | 223 |
Avg Bars in Winners | 264 | 260 | 266 | 264 | 260 | 266 |
Avg Bars in Losers | 118 | 108 | 135 | 118 | 108 | 135 |
Bars Traded | 13326 | 5963 | 7363 | 13326 | 5963 | 7363 |
Profit Streak | 0 | 0 | 83.2162 | 0 | 0 | 83.2162 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -98494 | 699161 | -30259 | -111856 | -183576 | 410762 |
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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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