Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1907975.7535 | 1743432.1322 | 164543.6214 | 24199502.8049 | 11632612.4293 | 12566890.3756 |
Total P&L (%) | 1907.9758 | 1743.4321 | 164.5436 | 24199.5028 | 11632.6124 | 12566.8904 |
Avg Daily Profit (%) | 0.762 | 0.6963 | 0.0657 | 0.2196 | 0.1905 | 0.1935 |
Buy And Hold Return (%) | 432.6954 | 432.6954 | 432.6954 | 432.6954 | 432.6954 | 432.6954 |
Max Trade Drawdown | -98339 | -39092 | -67456 | -22149190 | -13094821 | -12644359 |
Profit Factor | 5.9527 | 10.796 | 1.7939 | 1.3738 | 1.3389 | 1.4133 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 40.3226 | 38.7097 | 41.9355 | 40.3226 | 38.7097 | 41.9355 |
Ratio Avg Win / Avg Loss | 8.81 | 17.0937 | 2.4838 | 2.0333 | 2.1198 | 1.9569 |
Largest Winning Trade | 1267479 | 1267479 | 55030 | 13836979 | 13786137 | 13836979 |
Largest Losing Trade | -35962 | -19104 | -35962 | -6982208 | -4264119 | -6982208 |
Avg Bars in Trades | 117 | 107 | 127 | 117 | 107 | 127 |
Avg Bars in Winners | 221 | 200 | 240 | 221 | 200 | 240 |
Avg Bars in Losers | 47 | 48 | 45 | 47 | 48 | 45 |
Bars Traded | 7281 | 3332 | 3949 | 7281 | 3332 | 3949 |
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 | -143064 | 510505 | -270741 | -152689 | 178490 | 240980 |
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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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