Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2352435.5597 | 2118831.12 | 233604.4397 | 110739928.8515 | 36335578.6686 | 74404350.1828 |
Total P&L (%) | 2352.4356 | 2118.8311 | 233.6044 | 110739.9289 | 36335.5787 | 74404.3502 |
Avg Daily Profit (%) | 1.0346 | 0.9319 | 0.1027 | 0.3088 | 0.2597 | 0.2913 |
Buy And Hold Return (%) | 284.058 | 284.058 | 284.058 | 284.058 | 284.058 | 284.058 |
Max Trade Drawdown | -81749 | -55001 | -61175 | -82367804 | -61858013 | -40959285 |
Profit Factor | 6.7133 | 9.9664 | 2.3316 | 1.459 | 1.2256 | 1.9272 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 27 | 16 | 11 | 27 | 16 | 11 |
Profitability (%) | 54.2373 | 46.6667 | 62.069 | 54.2373 | 46.6667 | 62.069 |
Ratio Avg Win / Avg Loss | 5.6644 | 11.3902 | 1.4248 | 1.231 | 1.4007 | 1.1778 |
Largest Winning Trade | 1513796 | 1513796 | 56920 | 67094012 | 67094012 | 39579643 |
Largest Losing Trade | -44655 | -44655 | -28334 | -56546989 | -56546989 | -20597959 |
Avg Bars in Trades | 141 | 112 | 171 | 141 | 112 | 171 |
Avg Bars in Winners | 197 | 173 | 215 | 197 | 173 | 215 |
Avg Bars in Losers | 75 | 59 | 99 | 75 | 59 | 99 |
Bars Traded | 8358 | 3382 | 4976 | 8358 | 3382 | 4976 |
Profit Streak | 0 | 0 | 329.9313 | 0 | 0 | 329.9313 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -157052 | 736736 | -215793 | -168927 | 246020 | 498311 |
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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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