Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2243307.5515 | 2052596.8028 | 190710.7487 | 42446391.4118 | 6169811.965 | 36276579.4469 |
Total P&L (%) | 2243.3076 | 2052.5968 | 190.7107 | 42446.3914 | 6169.812 | 36276.5794 |
Avg Daily Profit (%) | 0.8969 | 0.8206 | 0.0762 | 0.2423 | 0.1656 | 0.236 |
Buy And Hold Return (%) | 417.5459 | 417.5459 | 417.5459 | 417.5459 | 417.5459 | 417.5459 |
Max Trade Drawdown | -79915 | -43950 | -65387 | -49437738 | -26980050 | -31630789 |
Profit Factor | 7.2015 | 13.5464 | 1.9625 | 1.3178 | 1.0845 | 1.5996 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 44.2623 | 45.1613 | 43.3333 | 44.2623 | 45.1613 | 43.3333 |
Ratio Avg Win / Avg Loss | 9.0685 | 16.4492 | 2.5664 | 1.6595 | 1.3168 | 2.0918 |
Largest Winning Trade | 1555506 | 1555506 | 58076 | 26594848 | 22923860 | 26594848 |
Largest Losing Trade | -33464 | -32696 | -33464 | -22531910 | -22531910 | -7854704 |
Avg Bars in Trades | 159 | 145 | 173 | 159 | 145 | 173 |
Avg Bars in Winners | 259 | 245 | 273 | 259 | 245 | 273 |
Avg Bars in Losers | 80 | 63 | 97 | 80 | 63 | 97 |
Bars Traded | 9726 | 4523 | 5203 | 9726 | 4523 | 5203 |
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 | -147537 | 661764 | -255834 | -158527 | -121805 | 314339 |
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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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