Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1194892.1223 | 1018304.925 | 176587.1973 | 37376377.8982 | 10703469.0458 | 26672908.8524 |
Total P&L (%) | 1194.8921 | 1018.3049 | 176.5872 | 37376.3779 | 10703.469 | 26672.9089 |
Avg Daily Profit (%) | 0.5066 | 0.4317 | 0.0749 | 0.2516 | 0.1987 | 0.2373 |
Buy And Hold Return (%) | 592.1876 | 592.1876 | 592.1876 | 592.1876 | 592.1876 | 592.1876 |
Max Trade Drawdown | -78282 | -95509 | -38519 | -18949722 | -15115102 | -9445123 |
Profit Factor | 4.26 | 5.8944 | 2.1143 | 1.6658 | 1.309 | 2.2405 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 45.3125 | 40.625 | 50 | 45.3125 | 40.625 | 50 |
Ratio Avg Win / Avg Loss | 5.1414 | 8.6149 | 2.1143 | 2.0104 | 1.9132 | 2.2405 |
Largest Winning Trade | 392519 | 392519 | 67198 | 19019363 | 19019363 | 18163228 |
Largest Losing Trade | -25979 | -24236 | -25979 | -7511586 | -7511586 | -5254857 |
Avg Bars in Trades | 216 | 211 | 221 | 216 | 211 | 221 |
Avg Bars in Winners | 320 | 334 | 309 | 320 | 334 | 309 |
Avg Bars in Losers | 130 | 127 | 133 | 130 | 127 | 133 |
Bars Traded | 13852 | 6759 | 7093 | 13852 | 6759 | 7093 |
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 | -134460 | 217162 | -254779 | -133966 | 201549 | 453176 |
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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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