Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1417371.8722 | 1260378.1044 | 156993.7678 | 22925543.5396 | 16241616.1403 | 6683927.3994 |
Total P&L (%) | 1417.3719 | 1260.3781 | 156.9938 | 22925.5435 | 16241.6161 | 6683.9274 |
Avg Daily Profit (%) | 0.5667 | 0.5039 | 0.0628 | 0.2177 | 0.204 | 0.1687 |
Buy And Hold Return (%) | 414.658 | 414.658 | 414.658 | 414.658 | 414.658 | 414.658 |
Max Trade Drawdown | -91812 | -48660 | -61365 | -27353203 | -16323102 | -18837955 |
Profit Factor | 4.4483 | 8.7855 | 1.6301 | 1.3074 | 1.4463 | 1.175 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 42.6471 | 41.1765 | 44.1176 | 42.6471 | 41.1765 | 44.1176 |
Ratio Avg Win / Avg Loss | 5.9822 | 12.5507 | 2.0648 | 1.7582 | 2.0661 | 1.4883 |
Largest Winning Trade | 692878 | 692878 | 59502 | 16907016 | 16907016 | 13202583 |
Largest Losing Trade | -37661 | -21261 | -37661 | -9378503 | -7376918 | -9378503 |
Avg Bars in Trades | 142 | 130 | 154 | 142 | 130 | 154 |
Avg Bars in Winners | 257 | 228 | 283 | 257 | 228 | 283 |
Avg Bars in Losers | 57 | 62 | 53 | 57 | 62 | 53 |
Bars Traded | 9714 | 4447 | 5267 | 9714 | 4447 | 5267 |
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 | -100814 | 455001 | -274114 | -107208 | 241629 | -22559 |
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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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