Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2340653.0596 | 2276953.2857 | 63699.7739 | 9157313.1233 | 15892287.7883 | -6734974.665 |
Total P&L (%) | 2340.6531 | 2276.9533 | 63.6998 | 9157.3131 | 15892.2878 | -6734.9747 |
Avg Daily Profit (%) | 1.1921 | 1.1596 | 0.0324 | 0.2309 | 0.2588 | 0 |
Buy And Hold Return (%) | 1410.9518 | 1410.9518 | 1410.9518 | 1410.9518 | 1410.9518 | 1410.9518 |
Max Trade Drawdown | -122412 | -88246 | -50976 | -28096292 | -16556369 | -12539218 |
Profit Factor | 6.085 | 10.6482 | 1.284 | 1.1343 | 1.433 | 0.786 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 45.4545 | 48.4848 | 42.4242 | 45.4545 | 48.4848 | 42.4242 |
Ratio Avg Win / Avg Loss | 7.3019 | 11.3137 | 1.7425 | 1.3612 | 1.5226 | 1.0668 |
Largest Winning Trade | 1838885 | 1838885 | 65063 | 12555373 | 12555373 | 6965469 |
Largest Losing Trade | -31007 | -28915 | -31007 | -8266941 | -7031046 | -8266941 |
Avg Bars in Trades | 116 | 126 | 106 | 116 | 126 | 106 |
Avg Bars in Winners | 158 | 154 | 163 | 158 | 154 | 163 |
Avg Bars in Losers | 81 | 99 | 64 | 81 | 99 | 64 |
Bars Traded | 7683 | 4160 | 3523 | 7683 | 4160 | 3523 |
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 | -117673 | 429431 | -317201 | -195368 | 357620 | -582082 |
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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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