Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1454955.6907 | 1398927.1954 | 56028.4954 | 24613108.4142 | 20412621.6279 | 4200486.7863 |
Total P&L (%) | 1454.9557 | 1398.9272 | 56.0285 | 24613.1084 | 20412.6216 | 4200.4868 |
Avg Daily Profit (%) | 0.7843 | 0.7541 | 0.0302 | 0.2974 | 0.2874 | 0.203 |
Buy And Hold Return (%) | 6211.3834 | 6211.3834 | 6211.3834 | 6211.3834 | 6211.3834 | 6211.3834 |
Max Trade Drawdown | -86258 | -75240 | -116951 | -8790978 | -4080031 | -4710946 |
Profit Factor | 4.5303 | 8.7218 | 1.2426 | 2.3855 | 3.2528 | 1.4826 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 43.0769 | 43.75 | 42.4242 | 43.0769 | 43.75 | 42.4242 |
Ratio Avg Win / Avg Loss | 5.9864 | 11.2137 | 1.6864 | 3.1522 | 4.1822 | 2.0121 |
Largest Winning Trade | 512895 | 512895 | 63345 | 7330636 | 7330636 | 4401081 |
Largest Losing Trade | -45354 | -45354 | -38475 | -4710946 | -4080031 | -4710946 |
Avg Bars in Trades | 166 | 166 | 167 | 166 | 166 | 167 |
Avg Bars in Winners | 285 | 300 | 271 | 285 | 300 | 271 |
Avg Bars in Losers | 76 | 61 | 90 | 76 | 61 | 90 |
Bars Traded | 10834 | 5312 | 5522 | 10834 | 5312 | 5522 |
Profit Streak | 0 | 214.1537 | 0 | 0 | 214.1537 | 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 | -284265 | -145964 | -320442 | -127810 | 383688 | -158375 |
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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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