Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2248350.8699 | 2195024.6758 | 53326.1941 | 22666215.7655 | 21126867.4032 | 1539348.3623 |
Total P&L (%) | 2248.3509 | 2195.0247 | 53.3262 | 22666.2158 | 21126.8674 | 1539.3484 |
Avg Daily Profit (%) | 1.2129 | 1.1842 | 0.0288 | 0.2932 | 0.2895 | 0.151 |
Buy And Hold Return (%) | 7186.899 | 7186.899 | 7186.899 | 7186.899 | 7186.899 | 7186.899 |
Max Trade Drawdown | -101426 | -73189 | -79722 | -9972378 | -7621800 | -9198120 |
Profit Factor | 7.2745 | 12.346 | 1.3234 | 1.7167 | 2.343 | 1.0968 |
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 | 9.6127 | 15.8734 | 1.7961 | 2.2685 | 3.0124 | 1.4886 |
Largest Winning Trade | 1509618 | 1509618 | 57958 | 9023587 | 9023587 | 4242402 |
Largest Losing Trade | -51708 | -51708 | -23661 | -5699004 | -5550534 | -5699004 |
Avg Bars in Trades | 165 | 166 | 165 | 165 | 166 | 165 |
Avg Bars in Winners | 258 | 287 | 230 | 258 | 287 | 230 |
Avg Bars in Losers | 95 | 72 | 116 | 95 | 72 | 116 |
Bars Traded | 10771 | 5322 | 5449 | 10771 | 5322 | 5449 |
Profit Streak | 0 | 212.0104 | 0 | 0 | 212.0104 | 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 | -282694 | -145237 | -321859 | -129856 | 310032 | -275128 |
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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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