Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2149706.844 | 1972628.9891 | 177077.8549 | 46264110.4889 | 11403516.7216 | 34860593.7673 |
Total P&L (%) | 2149.7068 | 1972.629 | 177.0779 | 46264.1105 | 11403.5167 | 34860.5938 |
Avg Daily Profit (%) | 1.2006 | 1.1017 | 0.0989 | 0.3435 | 0.2654 | 0.3276 |
Buy And Hold Return (%) | 294.9056 | 294.9056 | 294.9056 | 294.9056 | 294.9056 | 294.9056 |
Max Trade Drawdown | -70580 | -41829 | -43574 | -28483250 | -17946370 | -15139427 |
Profit Factor | 9.013 | 19.0212 | 2.115 | 1.7013 | 1.3877 | 1.9536 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 45.614 | 44.8276 | 46.4286 | 45.614 | 44.8276 | 46.4286 |
Ratio Avg Win / Avg Loss | 10.7463 | 23.4107 | 2.4404 | 2.0285 | 1.708 | 2.2542 |
Largest Winning Trade | 1063416 | 1063416 | 87245 | 15129861 | 14319026 | 15129861 |
Largest Losing Trade | -35070 | -24010 | -35070 | -8895400 | -8895400 | -7397825 |
Avg Bars in Trades | 58 | 33 | 83 | 58 | 33 | 83 |
Avg Bars in Winners | 106 | 63 | 149 | 106 | 63 | 149 |
Avg Bars in Losers | 17 | 8 | 26 | 17 | 8 | 26 |
Bars Traded | 3323 | 972 | 2350 | 3323 | 972 | 2350 |
Profit Streak | 0 | 0 | 323.7811 | 0 | 0 | 323.7811 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -159163 | 708560 | -244174 | -168717 | 297397 | -8638 |
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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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