Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2012962.6766 | 1931882.0543 | 81080.6223 | 4091896.6002 | 1145674.0613 | 2946222.5389 |
Total P&L (%) | 2012.9627 | 1931.8821 | 81.0806 | 4091.8966 | 1145.6741 | 2946.2225 |
Avg Daily Profit (%) | 0.8471 | 0.813 | 0.0341 | 0.1573 | 0.1062 | 0.1439 |
Buy And Hold Return (%) | 312.7852 | 312.7852 | 312.7852 | 312.7852 | 312.7852 | 312.7852 |
Max Trade Drawdown | -129424 | -148451 | -63535 | -11241967 | -13889173 | -4288054 |
Profit Factor | 5.0399 | 7.0252 | 1.4564 | 1.1182 | 1.0471 | 1.2854 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 40.2985 | 32.3529 | 48.4848 | 40.2985 | 32.3529 | 48.4848 |
Ratio Avg Win / Avg Loss | 7.4666 | 14.6891 | 1.5475 | 1.6565 | 2.1895 | 1.3657 |
Largest Winning Trade | 1599478 | 1599478 | 58187 | 12285406 | 12285406 | 4077892 |
Largest Losing Trade | -34873 | -32747 | -34873 | -4315303 | -4315303 | -3406591 |
Avg Bars in Trades | 207 | 186 | 229 | 207 | 186 | 229 |
Avg Bars in Winners | 349 | 395 | 318 | 349 | 395 | 318 |
Avg Bars in Losers | 111 | 85 | 146 | 111 | 85 | 146 |
Bars Traded | 13908 | 6329 | 7579 | 13908 | 6329 | 7579 |
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 | -104395 | 513951 | -311553 | -206814 | -227759 | -1175 |
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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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