Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2333673.5717 | 2216331.1731 | 117342.3986 | 9947677.4275 | 1449446.1664 | 8498231.2611 |
Total P&L (%) | 2333.6736 | 2216.3312 | 117.3424 | 9947.6774 | 1449.4462 | 8498.2313 |
Avg Daily Profit (%) | 1.0519 | 0.999 | 0.0529 | 0.208 | 0.1236 | 0.201 |
Buy And Hold Return (%) | 1005.5251 | 1005.5251 | 1005.5251 | 1005.5251 | 1005.5251 | 1005.5251 |
Max Trade Drawdown | -127230 | -80651 | -81826 | -47353180 | -23987912 | -30219508 |
Profit Factor | 5.1846 | 9.109 | 1.4127 | 1.0709 | 1.0196 | 1.1284 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 44.9275 | 45.7143 | 44.1176 | 44.9275 | 45.7143 | 44.1176 |
Ratio Avg Win / Avg Loss | 6.3553 | 10.8169 | 1.7894 | 1.3127 | 1.2107 | 1.4293 |
Largest Winning Trade | 1928415 | 1928415 | 46180 | 20166781 | 20166781 | 12243540 |
Largest Losing Trade | -37117 | -37117 | -34212 | -15881740 | -15881740 | -12411949 |
Avg Bars in Trades | 63 | 63 | 62 | 63 | 63 | 62 |
Avg Bars in Winners | 96 | 95 | 97 | 96 | 95 | 97 |
Avg Bars in Losers | 36 | 37 | 34 | 36 | 37 | 34 |
Bars Traded | 4351 | 2235 | 2116 | 4351 | 2235 | 2116 |
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 | -91685 | 527860 | -288481 | -242694 | -256708 | -73560 |
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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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