Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2040977.6345 | 1797541.204 | 243436.4304 | 97920419.2313 | 27178295.9633 | 70742123.268 |
Total P&L (%) | 2040.9776 | 1797.5412 | 243.4364 | 97920.4192 | 27178.296 | 70742.1233 |
Avg Daily Profit (%) | 1.091 | 0.9609 | 0.1301 | 0.3689 | 0.3003 | 0.3515 |
Buy And Hold Return (%) | 533.3213 | 533.3213 | 533.3213 | 533.3213 | 533.3213 | 533.3213 |
Max Trade Drawdown | -50578 | -48608 | -34264 | -23908826 | -25958467 | -11866922 |
Profit Factor | 9.3925 | 13.2235 | 3.5322 | 2.3064 | 1.5325 | 3.9585 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 23 | 8 | 15 | 23 | 8 | 15 |
Losing Trades | 36 | 22 | 14 | 36 | 22 | 14 |
Profitability (%) | 38.9831 | 26.6667 | 51.7241 | 38.9831 | 26.6667 | 51.7241 |
Ratio Avg Win / Avg Loss | 14.7013 | 36.3647 | 3.2967 | 3.61 | 4.2143 | 3.6946 |
Largest Winning Trade | 974253 | 974253 | 54997 | 40982101 | 40982101 | 35619563 |
Largest Losing Trade | -34264 | -17653 | -34264 | -6825794 | -6825794 | -5081867 |
Avg Bars in Trades | 91 | 72 | 111 | 91 | 72 | 111 |
Avg Bars in Winners | 172 | 171 | 173 | 172 | 171 | 173 |
Avg Bars in Losers | 40 | 36 | 46 | 40 | 36 | 46 |
Bars Traded | 5427 | 2184 | 3243 | 5427 | 2184 | 3243 |
Profit Streak | 0 | 0 | 78.8773 | 0 | 0 | 78.8773 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164491 | -3464 | -177628 | -170189 | -11006 | 615227 |
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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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