Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2011655.4823 | 1832493.3793 | 179162.103 | 24402354.1144 | 4788883.0733 | 19613471.0411 |
Total P&L (%) | 2011.6555 | 1832.4934 | 179.1621 | 24402.3541 | 4788.8831 | 19613.471 |
Avg Daily Profit (%) | 0.9101 | 0.8291 | 0.0811 | 0.2492 | 0.1761 | 0.2393 |
Buy And Hold Return (%) | 723.446 | 723.446 | 723.446 | 723.446 | 723.446 | 723.446 |
Max Trade Drawdown | -80837 | -62170 | -66702 | -39015765 | -27991873 | -29214095 |
Profit Factor | 6.3231 | 12.9863 | 1.7962 | 1.2127 | 1.085 | 1.3361 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 49.2754 | 48.5714 | 50 | 49.2754 | 48.5714 | 50 |
Ratio Avg Win / Avg Loss | 6.509 | 13.7502 | 1.7962 | 1.2484 | 1.1488 | 1.3361 |
Largest Winning Trade | 1565940 | 1565940 | 46040 | 19610719 | 19610719 | 14761912 |
Largest Losing Trade | -51282 | -22846 | -51282 | -12785528 | -10280515 | -12785528 |
Avg Bars in Trades | 188 | 213 | 162 | 188 | 213 | 162 |
Avg Bars in Winners | 257 | 284 | 229 | 257 | 284 | 229 |
Avg Bars in Losers | 121 | 146 | 94 | 121 | 146 | 94 |
Bars Traded | 12995 | 7472 | 5523 | 12995 | 7472 | 5523 |
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 | -88075 | 634608 | -247118 | -98550 | -120061 | 311807 |
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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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