Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1535697.9414 | 1337303.8232 | 198394.1182 | 27795957.0936 | 10249642.1823 | 17546314.9114 |
Total P&L (%) | 1535.6979 | 1337.3038 | 198.3941 | 27795.9571 | 10249.6422 | 17546.3149 |
Avg Daily Profit (%) | 0.6143 | 0.5349 | 0.0794 | 0.2255 | 0.1858 | 0.2071 |
Buy And Hold Return (%) | 463.0355 | 463.0355 | 463.0355 | 463.0355 | 463.0355 | 463.0355 |
Max Trade Drawdown | -68788 | -84465 | -16761 | -9868442 | -11465802 | -5617495 |
Profit Factor | 8.0079 | 8.9158 | 4.9522 | 1.9751 | 1.4955 | 3.2428 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 21 | 12 | 9 | 21 | 12 | 9 |
Profitability (%) | 66.6667 | 61.2903 | 71.875 | 66.6667 | 61.2903 | 71.875 |
Ratio Avg Win / Avg Loss | 4.0039 | 5.631 | 1.9378 | 0.9875 | 0.9446 | 1.2689 |
Largest Winning Trade | 979130 | 979130 | 33118 | 11018551 | 11018551 | 5505586 |
Largest Losing Trade | -37580 | -37580 | -16761 | -5900484 | -5900484 | -5617495 |
Avg Bars in Trades | 68 | 127 | 12 | 68 | 127 | 12 |
Avg Bars in Winners | 66 | 132 | 12 | 66 | 132 | 12 |
Avg Bars in Losers | 72 | 119 | 9 | 72 | 119 | 9 |
Bars Traded | 4332 | 3946 | 386 | 4332 | 3946 | 386 |
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 | -131562 | 635100 | -241932 | -139609 | 322264 | 585621 |
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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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