Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2743704.5409 | 2541048.8537 | 202655.6872 | 39909773.9485 | 23490164.4192 | 16419609.5293 |
Total P&L (%) | 2743.7045 | 2541.0489 | 202.6557 | 39909.7739 | 23490.1644 | 16419.6095 |
Avg Daily Profit (%) | 1.2334 | 1.1423 | 0.0911 | 0.2697 | 0.2459 | 0.2298 |
Buy And Hold Return (%) | 329.5688 | 329.5688 | 329.5688 | 329.5688 | 329.5688 | 329.5688 |
Max Trade Drawdown | -71473 | -39839 | -63535 | -31105947 | -17067114 | -30241800 |
Profit Factor | 8.3009 | 15.0049 | 2.0427 | 1.3144 | 1.4385 | 1.2239 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Profitability (%) | 47.619 | 51.6129 | 43.75 | 47.619 | 51.6129 | 43.75 |
Ratio Avg Win / Avg Loss | 9.131 | 14.0671 | 2.6263 | 1.4459 | 1.3486 | 1.5735 |
Largest Winning Trade | 2269586 | 2269586 | 54900 | 25578291 | 25578291 | 19950236 |
Largest Losing Trade | -28854 | -28854 | -26903 | -11655917 | -10498209 | -11655917 |
Avg Bars in Trades | 135 | 124 | 147 | 135 | 124 | 147 |
Avg Bars in Winners | 200 | 163 | 242 | 200 | 163 | 242 |
Avg Bars in Losers | 77 | 82 | 73 | 77 | 82 | 73 |
Bars Traded | 8562 | 3852 | 4710 | 8562 | 3852 | 4710 |
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 | -129855 | 797778 | -235695 | -143120 | 343056 | 236143 |
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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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