Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2440384.0522 | 2346680.3748 | 93703.6774 | 50059663.4809 | 26354930.9658 | 23704732.5151 |
Total P&L (%) | 2440.3841 | 2346.6804 | 93.7037 | 50059.6635 | 26354.931 | 23704.7325 |
Avg Daily Profit (%) | 1.3055 | 1.2554 | 0.0501 | 0.3332 | 0.2989 | 0.2932 |
Buy And Hold Return (%) | 8580.5528 | 8580.5528 | 8580.5528 | 8580.5528 | 8580.5528 | 8580.5528 |
Max Trade Drawdown | -176634 | -127860 | -91986 | -18714766 | -18758855 | -6837595 |
Profit Factor | 6.5754 | 11.2411 | 1.4493 | 2.2772 | 2.1229 | 2.5074 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 50.7463 | 48.4848 | 52.9412 | 50.7463 | 48.4848 | 52.9412 |
Ratio Avg Win / Avg Loss | 6.382 | 11.9436 | 1.2883 | 2.2102 | 2.2556 | 2.2288 |
Largest Winning Trade | 1466577 | 1466577 | 43282 | 13466433 | 10685557 | 13466433 |
Largest Losing Trade | -64762 | -64762 | -38458 | -9853292 | -9853292 | -5104981 |
Avg Bars in Trades | 102 | 147 | 59 | 102 | 147 | 59 |
Avg Bars in Winners | 139 | 217 | 70 | 139 | 217 | 70 |
Avg Bars in Losers | 64 | 81 | 47 | 64 | 81 | 47 |
Bars Traded | 6875 | 4857 | 2018 | 6875 | 4857 | 2018 |
Profit Streak | 0 | 375.1318 | 0 | 0 | 375.1318 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -264547 | -142941 | -290385 | -108169 | 382302 | 383602 |
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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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