Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1626677.1568 | 1485630.2359 | 141046.9209 | 10660062.0489 | 9515916.5371 | 1144145.5118 |
Total P&L (%) | 1626.6772 | 1485.6302 | 141.0469 | 10660.062 | 9515.9165 | 1144.1455 |
Avg Daily Profit (%) | 0.6507 | 0.5943 | 0.0564 | 0.1873 | 0.1828 | 0.1009 |
Buy And Hold Return (%) | 578.4661 | 578.4661 | 578.4661 | 578.4661 | 578.4661 | 578.4661 |
Max Trade Drawdown | -138816 | -71417 | -89953 | -21233362 | -14026921 | -10794782 |
Profit Factor | 4.5421 | 7.4258 | 1.6185 | 1.2277 | 1.3903 | 1.051 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 38.806 | 32.3529 | 45.4545 | 38.806 | 32.3529 | 45.4545 |
Ratio Avg Win / Avg Loss | 7.1625 | 15.5268 | 1.9422 | 1.936 | 2.907 | 1.2612 |
Largest Winning Trade | 1081423 | 1081423 | 53311 | 14899733 | 14899733 | 6170549 |
Largest Losing Trade | -33202 | -24750 | -33202 | -6837586 | -3887497 | -6837586 |
Avg Bars in Trades | 147 | 131 | 163 | 147 | 131 | 163 |
Avg Bars in Winners | 287 | 279 | 293 | 287 | 279 | 293 |
Avg Bars in Losers | 57 | 60 | 54 | 57 | 60 | 54 |
Bars Traded | 9859 | 4462 | 5397 | 9859 | 4462 | 5397 |
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 | -109559 | 344207 | -282080 | -116948 | 99279 | -231097 |
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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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