Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1754435.8878 | 1564666.0975 | 189769.7903 | 45559079.6401 | 23287725.7098 | 22271353.9303 |
Total P&L (%) | 1754.4359 | 1564.6661 | 189.7698 | 45559.0796 | 23287.7257 | 22271.3539 |
Avg Daily Profit (%) | 0.7014 | 0.6255 | 0.0759 | 0.2451 | 0.2183 | 0.2165 |
Buy And Hold Return (%) | 425.7505 | 425.7505 | 425.7505 | 425.7505 | 425.7505 | 425.7505 |
Max Trade Drawdown | -101029 | -42829 | -79966 | -31793964 | -24020894 | -19812923 |
Profit Factor | 5.8104 | 9.5696 | 2.0419 | 1.4235 | 1.3646 | 1.5096 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 40.625 | 43.75 | 37.5 | 40.625 | 43.75 | 37.5 |
Ratio Avg Win / Avg Loss | 8.4921 | 12.3037 | 3.4032 | 2.0805 | 1.7545 | 2.5159 |
Largest Winning Trade | 1004020 | 1004020 | 58917 | 29572461 | 29572461 | 20423983 |
Largest Losing Trade | -33236 | -26792 | -33236 | -14498673 | -13923818 | -14498673 |
Avg Bars in Trades | 230 | 214 | 246 | 230 | 214 | 246 |
Avg Bars in Winners | 409 | 358 | 468 | 409 | 358 | 468 |
Avg Bars in Losers | 107 | 101 | 113 | 107 | 101 | 113 |
Bars Traded | 14740 | 6853 | 7887 | 14740 | 6853 | 7887 |
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 | -128826 | 548234 | -258447 | -137050 | 263558 | 207398 |
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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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