Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1929633.2205 | 1731980.7772 | 197652.4432 | 37328571.8278 | 6780340.0996 | 30548231.7282 |
Total P&L (%) | 1929.6332 | 1731.9808 | 197.6524 | 37328.5718 | 6780.3401 | 30548.2317 |
Avg Daily Profit (%) | 0.7713 | 0.6923 | 0.079 | 0.2371 | 0.1693 | 0.2291 |
Buy And Hold Return (%) | 451.8207 | 451.8207 | 451.8207 | 451.8207 | 451.8207 | 451.8207 |
Max Trade Drawdown | -73369 | -47496 | -47487 | -26365891 | -16827358 | -12329902 |
Profit Factor | 7.0184 | 11.6351 | 2.2528 | 1.4905 | 1.1481 | 2.0075 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 43.8596 | 41.3793 | 46.4286 | 43.8596 | 41.3793 | 46.4286 |
Ratio Avg Win / Avg Loss | 8.9835 | 16.4831 | 2.5994 | 1.9078 | 1.6265 | 2.3163 |
Largest Winning Trade | 1248884 | 1248884 | 55008 | 14733563 | 14733563 | 14611681 |
Largest Losing Trade | -32707 | -32368 | -32707 | -16148165 | -16148165 | -6565600 |
Avg Bars in Trades | 128 | 117 | 140 | 128 | 117 | 140 |
Avg Bars in Winners | 197 | 185 | 207 | 197 | 185 | 207 |
Avg Bars in Losers | 75 | 70 | 81 | 75 | 70 | 81 |
Bars Traded | 7343 | 3421 | 3922 | 7343 | 3421 | 3922 |
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 | -162419 | 539857 | -271396 | -171173 | -52147 | -10343 |
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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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