Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1503248.2068 | 1417743.5515 | 85504.6552 | 53264981.2721 | 46583279.7907 | 6681701.4814 |
Total P&L (%) | 1503.2482 | 1417.7436 | 85.5047 | 53264.9813 | 46583.2798 | 6681.7015 |
Avg Daily Profit (%) | 0.6634 | 0.6257 | 0.0377 | 0.2775 | 0.2716 | 0.1863 |
Buy And Hold Return (%) | 11027.1449 | 11027.1449 | 11027.1449 | 11027.1449 | 11027.1449 | 11027.1449 |
Max Trade Drawdown | -131070 | -65182 | -79559 | -62500126 | -51153027 | -25472685 |
Profit Factor | 4.2365 | 7.0237 | 1.3732 | 1.4563 | 1.6649 | 1.1431 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 27 | 16 | 11 | 27 | 16 | 11 |
Profitability (%) | 57.1429 | 48.3871 | 65.625 | 57.1429 | 48.3871 | 65.625 |
Ratio Avg Win / Avg Loss | 3.1774 | 7.4919 | 0.7193 | 1.0922 | 1.7759 | 0.5988 |
Largest Winning Trade | 379651 | 379651 | 40222 | 68669310 | 68669310 | 12481386 |
Largest Losing Trade | -51930 | -30879 | -51930 | -30534048 | -30534048 | -23828485 |
Avg Bars in Trades | 69 | 87 | 51 | 69 | 87 | 51 |
Avg Bars in Winners | 72 | 97 | 54 | 72 | 97 | 54 |
Avg Bars in Losers | 64 | 78 | 44 | 64 | 78 | 44 |
Bars Traded | 4352 | 2712 | 1640 | 4352 | 2712 | 1640 |
Profit Streak | 0 | 105.0576 | 0 | 0 | 105.0576 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -296618 | -145679 | -307414 | -141819 | 348278 | -220608 |
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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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