Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 16074934.1029 | 16062367.8287 | 12566.2743 | 14669947.8245 | 12910234.4266 | 1759713.3979 |
Total P&L (%) | 16074.9341 | 16062.3678 | 12.5663 | 14669.9478 | 12910.2344 | 1759.7134 |
Avg Daily Profit (%) | 7.1065 | 7.101 | 0.0056 | 0.2211 | 0.2155 | 0.1293 |
Buy And Hold Return (%) | 8257.021 | 8257.021 | 8257.021 | 8257.021 | 8257.021 | 8257.021 |
Max Trade Drawdown | -147674 | -142539 | -17531 | -20389369 | -19758502 | -2280042 |
Profit Factor | 45.1306 | 50.2088 | 1.332 | 1.4258 | 1.411 | 1.5776 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 40 | 34.375 | 45.4545 | 40 | 34.375 | 45.4545 |
Ratio Avg Win / Avg Loss | 67.696 | 95.8531 | 1.5985 | 2.1386 | 2.6938 | 1.8931 |
Largest Winning Trade | 15868591 | 15868591 | 17244 | 20523990 | 20523990 | 3561664 |
Largest Losing Trade | -49752 | -49752 | -8966 | -5752147 | -5752147 | -1126566 |
Avg Bars in Trades | 91 | 184 | 1 | 91 | 184 | 1 |
Avg Bars in Winners | 110 | 258 | 1 | 110 | 258 | 1 |
Avg Bars in Losers | 79 | 146 | 1 | 79 | 146 | 1 |
Bars Traded | 5956 | 5918 | 38 | 5956 | 5918 | 38 |
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 | -122937 | 399949 | -351301 | -138362 | -5864 | -184383 |
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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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