Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1450911.7501 | 1254361.7809 | 196549.9691 | 43932304.6007 | 22769011.0915 | 21163293.5092 |
Total P&L (%) | 1450.9118 | 1254.3618 | 196.55 | 43932.3046 | 22769.0111 | 21163.2935 |
Avg Daily Profit (%) | 0.5804 | 0.5018 | 0.0786 | 0.2438 | 0.2176 | 0.2146 |
Buy And Hold Return (%) | 442.9651 | 442.9651 | 442.9651 | 442.9651 | 442.9651 | 442.9651 |
Max Trade Drawdown | -81951 | -30834 | -53819 | -28368944 | -15412149 | -16108780 |
Profit Factor | 5.2045 | 9.4818 | 1.9967 | 1.5007 | 1.4963 | 1.5055 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 46.0317 | 43.75 | 48.3871 | 46.0317 | 43.75 | 48.3871 |
Ratio Avg Win / Avg Loss | 6.1018 | 12.1909 | 2.1298 | 1.7594 | 1.9238 | 1.6059 |
Largest Winning Trade | 692878 | 692878 | 55991 | 18456769 | 18456769 | 18026351 |
Largest Losing Trade | -31671 | -25932 | -31671 | -12565252 | -9831324 | -12565252 |
Avg Bars in Trades | 154 | 136 | 173 | 154 | 136 | 173 |
Avg Bars in Winners | 256 | 235 | 277 | 256 | 235 | 277 |
Avg Bars in Losers | 67 | 60 | 75 | 67 | 60 | 75 |
Bars Traded | 9739 | 4376 | 5363 | 9739 | 4376 | 5363 |
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 | -136175 | 483188 | -250620 | -141709 | 292291 | 358071 |
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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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