Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2685362.6895 | 2582710.2214 | 102652.4681 | 96097086.4598 | 72210395.1404 | 23886691.3195 |
Total P&L (%) | 2685.3627 | 2582.7102 | 102.6525 | 96097.0865 | 72210.3951 | 23886.6913 |
Avg Daily Profit (%) | 1.1822 | 1.137 | 0.0452 | 0.3029 | 0.2903 | 0.2415 |
Buy And Hold Return (%) | 10536 | 10536 | 10536 | 10536 | 10536 | 10536 |
Max Trade Drawdown | -85463 | -69323 | -80333 | -22831951 | -12192006 | -29382134 |
Profit Factor | 9.1631 | 16.0057 | 1.6545 | 2.3364 | 3.1088 | 1.6342 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 57.1429 | 51.6129 | 62.5 | 57.1429 | 51.6129 | 62.5 |
Ratio Avg Win / Avg Loss | 6.8723 | 15.0054 | 0.9927 | 1.7523 | 2.9145 | 0.9805 |
Largest Winning Trade | 1854792 | 1854792 | 41155 | 54632216 | 54632216 | 31171369 |
Largest Losing Trade | -55435 | -55435 | -46820 | -19445853 | -10334075 | -19445853 |
Avg Bars in Trades | 66 | 82 | 51 | 66 | 82 | 51 |
Avg Bars in Winners | 85 | 117 | 60 | 85 | 117 | 60 |
Avg Bars in Losers | 41 | 44 | 36 | 41 | 44 | 36 |
Bars Traded | 4194 | 2551 | 1643 | 4194 | 2551 | 1643 |
Profit Streak | 0 | 97.2275 | 0 | 0 | 97.2275 | 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 | -293825 | -143062 | -296385 | -136707 | 553698 | 186817 |
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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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