Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2374127.2167 | 2285862.1835 | 88265.0332 | 5274936.6713 | 16567229.4969 | -11292292.8256 |
Total P&L (%) | 2374.1272 | 2285.8622 | 88.265 | 5274.9367 | 16567.2295 | -11292.2928 |
Avg Daily Profit (%) | 1.069 | 1.0293 | 0.0397 | 0.1796 | 0.2306 | 0 |
Buy And Hold Return (%) | 600.2057 | 600.2057 | 600.2057 | 600.2057 | 600.2057 | 600.2057 |
Max Trade Drawdown | -190165 | -95687 | -135902 | -17070801 | -4169855 | -13533413 |
Profit Factor | 4.884 | 10.6498 | 1.2358 | 1.1251 | 2.2694 | 0.6119 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 47.0588 | 50 | 44.1176 | 47.0588 | 50 | 44.1176 |
Ratio Avg Win / Avg Loss | 5.4945 | 10.6498 | 1.5653 | 1.2658 | 2.2694 | 0.7751 |
Largest Winning Trade | 1966231 | 1966231 | 56405 | 17343248 | 17343248 | 3580727 |
Largest Losing Trade | -64207 | -46604 | -64207 | -11702085 | -3040108 | -11702085 |
Avg Bars in Trades | 192 | 180 | 203 | 192 | 180 | 203 |
Avg Bars in Winners | 311 | 275 | 350 | 311 | 275 | 350 |
Avg Bars in Losers | 86 | 85 | 87 | 86 | 85 | 87 |
Bars Traded | 13061 | 6142 | 6919 | 13061 | 6142 | 6919 |
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 | -96073 | 701408 | -307094 | -189928 | 453685 | -583082 |
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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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