Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2410634.2537 | 2237258.8213 | 173375.4324 | 36063481.851 | 5120665.7288 | 30942816.1223 |
Total P&L (%) | 2410.6343 | 2237.2588 | 173.3754 | 36063.4819 | 5120.6657 | 30942.8161 |
Avg Daily Profit (%) | 1.0199 | 0.9466 | 0.0734 | 0.2495 | 0.1675 | 0.2431 |
Buy And Hold Return (%) | 359.2514 | 359.2514 | 359.2514 | 359.2514 | 359.2514 | 359.2514 |
Max Trade Drawdown | -117652 | -122194 | -50391 | -28242761 | -25942478 | -9321150 |
Profit Factor | 7.3391 | 11.9009 | 1.9905 | 1.4012 | 1.0929 | 1.8895 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 45.7627 | 41.3793 | 50 | 45.7627 | 41.3793 | 50 |
Ratio Avg Win / Avg Loss | 8.6982 | 16.8596 | 1.9905 | 1.6607 | 1.5483 | 1.8895 |
Largest Winning Trade | 1782061 | 1782061 | 60737 | 20595358 | 20595358 | 18336013 |
Largest Losing Trade | -29985 | -25149 | -29985 | -10278701 | -10278701 | -9321150 |
Avg Bars in Trades | 154 | 143 | 164 | 154 | 143 | 164 |
Avg Bars in Winners | 211 | 227 | 199 | 211 | 227 | 199 |
Avg Bars in Losers | 105 | 83 | 130 | 105 | 83 | 130 |
Bars Traded | 9092 | 4148 | 4944 | 9092 | 4148 | 4944 |
Profit Streak | 0 | 114.4103 | 0 | 0 | 114.4103 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -159455 | 664642 | -257043 | -170872 | -112258 | 430032 |
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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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