Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1721738.0133 | 1581391.8138 | 140346.1995 | 19811593.7113 | 5991394.1078 | 13820199.6035 |
Total P&L (%) | 1721.738 | 1581.3918 | 140.3462 | 19811.5937 | 5991.3941 | 13820.1996 |
Avg Daily Profit (%) | 0.7608 | 0.6988 | 0.062 | 0.2342 | 0.1818 | 0.2184 |
Buy And Hold Return (%) | 366.7111 | 366.7111 | 366.7111 | 366.7111 | 366.7111 | 366.7111 |
Max Trade Drawdown | -142521 | -78197 | -123613 | -22190037 | -15766322 | -7484409 |
Profit Factor | 4.4459 | 6.7313 | 1.6273 | 1.4341 | 1.213 | 1.7891 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 44.6154 | 39.3939 | 50 | 44.6154 | 39.3939 | 50 |
Ratio Avg Win / Avg Loss | 5.519 | 10.3558 | 1.6273 | 1.7803 | 1.8662 | 1.7891 |
Largest Winning Trade | 835270 | 835270 | 52059 | 12641560 | 10725728 | 12641560 |
Largest Losing Trade | -45306 | -45306 | -28424 | -8368004 | -8368004 | -4977812 |
Avg Bars in Trades | 93 | 70 | 116 | 93 | 70 | 116 |
Avg Bars in Winners | 148 | 111 | 178 | 148 | 111 | 178 |
Avg Bars in Losers | 48 | 44 | 54 | 48 | 44 | 54 |
Bars Traded | 6061 | 2333 | 3728 | 6061 | 2333 | 3728 |
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 | -119756 | 530472 | -272844 | -128027 | 158251 | 415996 |
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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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