Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1806149.162 | 1653933.8845 | 152215.2775 | 18243211.5409 | 4420442.2895 | 13822769.2513 |
Total P&L (%) | 1806.1492 | 1653.9339 | 152.2153 | 18243.2115 | 4420.4423 | 13822.7693 |
Avg Daily Profit (%) | 0.9602 | 0.8793 | 0.0809 | 0.2775 | 0.2028 | 0.2628 |
Buy And Hold Return (%) | 471.9585 | 471.9585 | 471.9585 | 471.9585 | 471.9585 | 471.9585 |
Max Trade Drawdown | -76133 | -60565 | -52121 | -16447083 | -11798256 | -9145908 |
Profit Factor | 5.3366 | 7.865 | 1.867 | 1.352 | 1.1431 | 1.6604 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 22 | 8 | 14 | 22 | 8 | 14 |
Losing Trades | 45 | 26 | 19 | 45 | 26 | 19 |
Profitability (%) | 32.8358 | 23.5294 | 42.4242 | 32.8358 | 23.5294 | 42.4242 |
Ratio Avg Win / Avg Loss | 10.9157 | 25.5613 | 2.5338 | 2.7654 | 3.715 | 2.2533 |
Largest Winning Trade | 1046688 | 1046688 | 55504 | 15001483 | 15001483 | 11176843 |
Largest Losing Trade | -31300 | -19044 | -31300 | -3952555 | -2787474 | -3952555 |
Avg Bars in Trades | 53 | 45 | 60 | 53 | 45 | 60 |
Avg Bars in Winners | 114 | 122 | 109 | 114 | 122 | 109 |
Avg Bars in Losers | 23 | 22 | 23 | 23 | 22 | 23 |
Bars Traded | 3551 | 1563 | 1988 | 3551 | 1563 | 1988 |
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 | -108981 | -17213 | -250114 | -117740 | -90289 | 314928 |
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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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