Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1358237.5669 | 1157575.872 | 200661.6949 | 37355189.5192 | 11970974.1946 | 25384215.3246 |
Total P&L (%) | 1358.2376 | 1157.5759 | 200.6617 | 37355.1895 | 11970.9742 | 25384.2153 |
Avg Daily Profit (%) | 0.5727 | 0.4881 | 0.0846 | 0.2502 | 0.2023 | 0.2339 |
Buy And Hold Return (%) | 460.3511 | 460.3511 | 460.3511 | 460.3511 | 460.3511 | 460.3511 |
Max Trade Drawdown | -155408 | -166988 | -23522 | -28022354 | -26980362 | -4030218 |
Profit Factor | 4.7962 | 5.2171 | 3.409 | 1.5214 | 1.1985 | 3.2375 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 20 | 11 | 9 | 20 | 11 | 9 |
Profitability (%) | 68.254 | 64.5161 | 71.875 | 68.254 | 64.5161 | 71.875 |
Ratio Avg Win / Avg Loss | 2.2308 | 2.8694 | 1.334 | 0.7076 | 0.6592 | 1.2668 |
Largest Winning Trade | 472721 | 472721 | 27073 | 22212644 | 22212644 | 8201870 |
Largest Losing Trade | -52960 | -52960 | -16547 | -15142387 | -15142387 | -2656786 |
Avg Bars in Trades | 107 | 187 | 30 | 107 | 187 | 30 |
Avg Bars in Winners | 77 | 130 | 32 | 77 | 130 | 32 |
Avg Bars in Losers | 172 | 292 | 26 | 172 | 292 | 26 |
Bars Traded | 6801 | 5819 | 982 | 6801 | 5819 | 982 |
Profit Streak | 0 | 131.3828 | 0 | 0 | 131.3828 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -132920 | 651758 | -237561 | -140396 | 268256 | 583484 |
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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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