Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2397267.2394 | 2251269.4529 | 145997.7865 | 11605022.2911 | 4254105.2907 | 7350917.0003 |
Total P&L (%) | 2397.2672 | 2251.2695 | 145.9978 | 11605.0223 | 4254.1053 | 7350.917 |
Avg Daily Profit (%) | 1.0794 | 1.0137 | 0.0657 | 0.2147 | 0.1701 | 0.1943 |
Buy And Hold Return (%) | 589.1934 | 589.1934 | 589.1934 | 589.1934 | 589.1934 | 589.1934 |
Max Trade Drawdown | -109533 | -77608 | -80422 | -40281707 | -26809464 | -26945131 |
Profit Factor | 6.7998 | 11.9773 | 1.7011 | 1.1554 | 1.1129 | 1.1986 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 51.5625 | 46.875 | 56.25 | 51.5625 | 46.875 | 56.25 |
Ratio Avg Win / Avg Loss | 6.3877 | 13.5743 | 1.3231 | 1.0854 | 1.2613 | 0.9323 |
Largest Winning Trade | 2015030 | 2015030 | 49542 | 12343122 | 12343122 | 8419281 |
Largest Losing Trade | -51380 | -36148 | -51380 | -18792186 | -18792186 | -14328069 |
Avg Bars in Trades | 202 | 194 | 210 | 202 | 194 | 210 |
Avg Bars in Winners | 249 | 214 | 278 | 249 | 214 | 278 |
Avg Bars in Losers | 152 | 176 | 122 | 152 | 176 | 122 |
Bars Traded | 12944 | 6219 | 6725 | 12944 | 6219 | 6725 |
Profit Streak | 0 | 51.1956 | 0 | 0 | 51.1956 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -123521 | 677331 | -268040 | -184741 | -89238 | 182690 |
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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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