Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2599106.7492 | 2470836.8538 | 128269.8955 | 8657370.5988 | 17105305.9369 | -8447935.3381 |
Total P&L (%) | 2599.1067 | 2470.8369 | 128.2699 | 8657.3706 | 17105.3059 | -8447.9353 |
Avg Daily Profit (%) | 1.1674 | 1.1097 | 0.0576 | 0.2011 | 0.2315 | 0 |
Buy And Hold Return (%) | 602.8703 | 602.8703 | 602.8703 | 602.8703 | 602.8703 | 602.8703 |
Max Trade Drawdown | -183820 | -94615 | -133058 | -68002021 | -35019843 | -46343565 |
Profit Factor | 6.3944 | 13.1278 | 1.4613 | 1.0617 | 1.291 | 0.8963 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Profitability (%) | 43.0769 | 46.875 | 39.3939 | 43.0769 | 46.875 | 39.3939 |
Ratio Avg Win / Avg Loss | 8.4498 | 14.8782 | 2.2481 | 1.403 | 1.4631 | 1.379 |
Largest Winning Trade | 2267132 | 2267132 | 54428 | 37194294 | 37194294 | 15915003 |
Largest Losing Trade | -40748 | -32632 | -40748 | -17612032 | -11597328 | -17612032 |
Avg Bars in Trades | 197 | 186 | 208 | 197 | 186 | 208 |
Avg Bars in Winners | 337 | 263 | 421 | 337 | 263 | 421 |
Avg Bars in Losers | 91 | 118 | 69 | 91 | 118 | 69 |
Bars Traded | 12835 | 5961 | 6874 | 12835 | 5961 | 6874 |
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 | -118902 | 668907 | -283738 | -283568 | 255155 | -583260 |
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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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