Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1963569.7828 | 1789896.2354 | 173673.5475 | 25877282.1599 | 4595931.0186 | 21281351.1413 |
Total P&L (%) | 1963.5698 | 1789.8962 | 173.6735 | 25877.2822 | 4595.931 | 21281.3511 |
Avg Daily Profit (%) | 0.8692 | 0.7923 | 0.0769 | 0.2464 | 0.1705 | 0.2378 |
Buy And Hold Return (%) | 336.129 | 336.129 | 336.129 | 336.129 | 336.129 | 336.129 |
Max Trade Drawdown | -84860 | -70528 | -43862 | -36809349 | -34898604 | -16637883 |
Profit Factor | 6.7975 | 9.6274 | 2.3234 | 1.2856 | 1.0772 | 1.6845 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 40 | 39.3939 | 40.625 | 40 | 39.3939 | 40.625 |
Ratio Avg Win / Avg Loss | 10.1962 | 14.8114 | 3.3958 | 1.9284 | 1.6573 | 2.4619 |
Largest Winning Trade | 1321242 | 1321242 | 59588 | 24952020 | 24952020 | 14564207 |
Largest Losing Trade | -28423 | -28423 | -16417 | -10869308 | -10869308 | -6352626 |
Avg Bars in Trades | 197 | 202 | 193 | 197 | 202 | 193 |
Avg Bars in Winners | 353 | 386 | 320 | 353 | 386 | 320 |
Avg Bars in Losers | 94 | 82 | 106 | 94 | 82 | 106 |
Bars Traded | 12861 | 6668 | 6193 | 12861 | 6668 | 6193 |
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 | -119184 | 589040 | -255337 | -130624 | -130819 | 283448 |
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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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