Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1263525.656 | 1119954.2685 | 143571.3875 | 22739941.3076 | 2476614.9211 | 20263326.3866 |
Total P&L (%) | 1263.5257 | 1119.9543 | 143.5714 | 22739.9413 | 2476.6149 | 20263.3264 |
Avg Daily Profit (%) | 0.5323 | 0.4719 | 0.0605 | 0.2291 | 0.137 | 0.2242 |
Buy And Hold Return (%) | 743.9658 | 743.9658 | 743.9658 | 743.9658 | 743.9658 | 743.9658 |
Max Trade Drawdown | -110157 | -82695 | -65184 | -41213524 | -28994511 | -20498780 |
Profit Factor | 3.7961 | 5.3676 | 1.7345 | 1.247 | 1.043 | 1.5873 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 42.6471 | 41.1765 | 44.1176 | 42.6471 | 41.1765 | 44.1176 |
Ratio Avg Win / Avg Loss | 5.1051 | 7.668 | 2.197 | 1.677 | 1.49 | 2.0106 |
Largest Winning Trade | 455140 | 455140 | 68047 | 26548064 | 26548064 | 16049131 |
Largest Losing Trade | -36590 | -30706 | -36590 | -17694206 | -17694206 | -11184939 |
Avg Bars in Trades | 205 | 196 | 215 | 205 | 196 | 215 |
Avg Bars in Winners | 315 | 321 | 309 | 315 | 321 | 309 |
Avg Bars in Losers | 124 | 108 | 140 | 124 | 108 | 140 |
Bars Traded | 13978 | 6665 | 7313 | 13978 | 6665 | 7313 |
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 | -107746 | 172472 | -276949 | -107479 | -189205 | 320071 |
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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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