Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1127131.8346 | 970826.5467 | 156305.2878 | 22549197.0297 | 7105075.8411 | 15444121.1886 |
Total P&L (%) | 1127.1318 | 970.8265 | 156.3053 | 22549.197 | 7105.0758 | 15444.1212 |
Avg Daily Profit (%) | 0.4759 | 0.4099 | 0.066 | 0.2292 | 0.1808 | 0.2133 |
Buy And Hold Return (%) | 473.8403 | 473.8403 | 473.8403 | 473.8403 | 473.8403 | 473.8403 |
Max Trade Drawdown | -73765 | -100281 | -40390 | -13922106 | -12992785 | -5318118 |
Profit Factor | 3.7656 | 4.9669 | 1.96 | 1.4157 | 1.1949 | 1.8679 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 42.4242 | 42.4242 | 42.4242 | 42.4242 | 42.4242 | 42.4242 |
Ratio Avg Win / Avg Loss | 5.1104 | 6.7407 | 2.66 | 1.9213 | 1.6217 | 2.535 |
Largest Winning Trade | 351459 | 351459 | 69550 | 14514389 | 14514389 | 13202987 |
Largest Losing Trade | -27436 | -27432 | -27436 | -5956420 | -5956420 | -4060620 |
Avg Bars in Trades | 104 | 98 | 109 | 104 | 98 | 109 |
Avg Bars in Winners | 160 | 159 | 160 | 160 | 159 | 160 |
Avg Bars in Losers | 62 | 53 | 71 | 62 | 53 | 71 |
Bars Traded | 6864 | 3254 | 3610 | 6864 | 3254 | 3610 |
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 | -118802 | 290461 | -269834 | -121534 | -79 | 314127 |
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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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