Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2012400.646 | 1844515.3214 | 167885.3246 | 22948344.6906 | 10059953.9438 | 12888390.7468 |
Total P&L (%) | 2012.4006 | 1844.5153 | 167.8853 | 22948.3447 | 10059.9539 | 12888.3907 |
Avg Daily Profit (%) | 0.8043 | 0.7372 | 0.0671 | 0.2177 | 0.1849 | 0.1947 |
Buy And Hold Return (%) | 424.2186 | 424.2186 | 424.2186 | 424.2186 | 424.2186 | 424.2186 |
Max Trade Drawdown | -88209 | -60433 | -60221 | -27090968 | -18910015 | -14470346 |
Profit Factor | 6.1575 | 10.7898 | 1.832 | 1.3112 | 1.242 | 1.4006 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 44.4444 | 43.75 | 45.1613 | 44.4444 | 43.75 | 45.1613 |
Ratio Avg Win / Avg Loss | 7.6969 | 13.8726 | 2.2246 | 1.639 | 1.5968 | 1.7007 |
Largest Winning Trade | 1364562 | 1364562 | 54479 | 15599625 | 15599625 | 14031457 |
Largest Losing Trade | -32443 | -22808 | -32443 | -9216310 | -7610404 | -9216310 |
Avg Bars in Trades | 77 | 70 | 83 | 77 | 70 | 83 |
Avg Bars in Winners | 131 | 116 | 146 | 131 | 116 | 146 |
Avg Bars in Losers | 34 | 35 | 32 | 34 | 35 | 32 |
Bars Traded | 4871 | 2271 | 2600 | 4871 | 2271 | 2600 |
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 | -133301 | 604146 | -267563 | -143986 | 226288 | 283690 |
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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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