Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1885462.0971 | 1708759.3776 | 176702.7195 | 30794239.645 | 3511470.9755 | 27282768.6696 |
Total P&L (%) | 1885.4621 | 1708.7594 | 176.7027 | 30794.2396 | 3511.471 | 27282.7687 |
Avg Daily Profit (%) | 0.8317 | 0.7538 | 0.0779 | 0.2532 | 0.1583 | 0.2479 |
Buy And Hold Return (%) | 282.9333 | 282.9333 | 282.9333 | 282.9333 | 282.9333 | 282.9333 |
Max Trade Drawdown | -65138 | -48166 | -41143 | -24486896 | -17778609 | -14228575 |
Profit Factor | 5.6919 | 8.3439 | 2.0445 | 1.3128 | 1.058 | 1.7199 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Profitability (%) | 55.3846 | 48.4848 | 62.5 | 55.3846 | 48.4848 | 62.5 |
Ratio Avg Win / Avg Loss | 4.5852 | 8.8654 | 1.2267 | 1.0575 | 1.1241 | 1.0319 |
Largest Winning Trade | 1133854 | 1133854 | 50044 | 17927837 | 17927837 | 10272123 |
Largest Losing Trade | -28669 | -26440 | -28669 | -11420323 | -11420323 | -10254194 |
Avg Bars in Trades | 195 | 198 | 192 | 195 | 198 | 192 |
Avg Bars in Winners | 265 | 304 | 235 | 265 | 304 | 235 |
Avg Bars in Losers | 108 | 98 | 121 | 108 | 98 | 121 |
Bars Traded | 12713 | 6546 | 6167 | 12713 | 6546 | 6167 |
Profit Streak | 0 | 0 | 163.012 | 0 | 0 | 163.012 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -114029 | 721604 | -249714 | -126647 | -149658 | 459434 |
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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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