Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3350350.0637 | 3114843.7855 | 235506.2782 | 1358411364.3561 | 1069725608.0844 | 288685756.2717 |
Total P&L (%) | 3350.3501 | 3114.8438 | 235.5063 | 1358411.3644 | 1069725.6081 | 288685.7563 |
Avg Daily Profit (%) | 1.4795 | 1.3755 | 0.104 | 0.4211 | 0.4105 | 0.3525 |
Buy And Hold Return (%) | 10866.4323 | 10866.4323 | 10866.4323 | 10866.4323 | 10866.4323 | 10866.4323 |
Max Trade Drawdown | -47067 | -40977 | -21456 | -330453941 | -321929021 | -177402949 |
Profit Factor | 13.9116 | 17.8929 | 4.136 | 2.7861 | 3.0145 | 2.2577 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Profitability (%) | 62.6866 | 57.5758 | 67.6471 | 62.6866 | 57.5758 | 67.6471 |
Ratio Avg Win / Avg Loss | 8.2807 | 13.1842 | 1.9781 | 1.6584 | 2.2212 | 1.0798 |
Largest Winning Trade | 2043102 | 2043102 | 40560 | 670272359 | 670272359 | 159323021 |
Largest Losing Trade | -36337 | -36337 | -21456 | -321929021 | -321929021 | -177402949 |
Avg Bars in Trades | 64 | 92 | 37 | 64 | 92 | 37 |
Avg Bars in Winners | 68 | 105 | 37 | 68 | 105 | 37 |
Avg Bars in Losers | 57 | 74 | 35 | 57 | 74 | 35 |
Bars Traded | 4310 | 3047 | 1263 | 4310 | 3047 | 1263 |
Profit Streak | 0 | 97.1578 | 0 | 0 | 97.1578 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -262848 | -141668 | -210486 | -104110 | 630404 | 532726 |
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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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