Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3047982.0466 | 2813847.2833 | 234134.7633 | 20773345.1982 | 593172.1928 | 20180173.0054 |
Total P&L (%) | 3047.982 | 2813.8473 | 234.1348 | 20773.3452 | 593.1722 | 20180.173 |
Avg Daily Profit (%) | 1.3211 | 1.2196 | 0.1015 | 0.2318 | 0.084 | 0.2305 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118324 | -88949 | -69586 | -32336844 | -21235514 | -16002644 |
Profit Factor | 6.8447 | 9.665 | 2.19 | 1.3071 | 1.0141 | 1.7919 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 26 | 9 | 17 | 26 | 9 | 17 |
Losing Trades | 33 | 21 | 12 | 33 | 21 | 12 |
Profitability (%) | 44.0678 | 30 | 58.6207 | 44.0678 | 30 | 58.6207 |
Ratio Avg Win / Avg Loss | 8.6875 | 22.5517 | 1.5459 | 1.659 | 2.3662 | 1.2649 |
Largest Winning Trade | 2375527 | 2375527 | 80472 | 15065796 | 15065796 | 10619406 |
Largest Losing Trade | -48237 | -48237 | -35607 | -10961412 | -10961412 | -6297672 |
Avg Bars in Trades | 226 | 210 | 243 | 226 | 210 | 243 |
Avg Bars in Winners | 348 | 407 | 317 | 348 | 407 | 317 |
Avg Bars in Losers | 130 | 125 | 138 | 130 | 125 | 138 |
Bars Traded | 13355 | 6300 | 7055 | 13355 | 6300 | 7055 |
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 | -159660 | 512395 | -52269 | -172259 | -292221 | 419347 |
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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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