Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2483005.1654 | 2291962.5241 | 191042.6414 | 27288841.4778 | -1066313.0609 | 28355154.5387 |
Total P&L (%) | 2483.0052 | 2291.9625 | 191.0426 | 27288.8415 | -1066.3131 | 28355.1545 |
Avg Daily Profit (%) | 1.3779 | 1.2719 | 0.106 | 0.312 | 0 | 0.3141 |
Buy And Hold Return (%) | 172.0444 | 172.0444 | 172.0444 | 172.0444 | 172.0444 | 172.0444 |
Max Trade Drawdown | -94394 | -77645 | -37871 | -24396635 | -23035057 | -8250253 |
Profit Factor | 6.2491 | 9.5866 | 1.9269 | 1.4216 | 0.974 | 2.1942 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 32 | 12 | 20 | 32 | 12 | 20 |
Losing Trades | 53 | 31 | 22 | 53 | 31 | 22 |
Profitability (%) | 37.6471 | 27.907 | 47.619 | 37.6471 | 27.907 | 47.619 |
Ratio Avg Win / Avg Loss | 10.35 | 24.7654 | 2.1196 | 2.3546 | 2.5161 | 2.4136 |
Largest Winning Trade | 1261811 | 1261811 | 70048 | 9361861 | 9361861 | 8391150 |
Largest Losing Trade | -28977 | -28977 | -27752 | -6390732 | -6390732 | -4269253 |
Avg Bars in Trades | 60 | 51 | 69 | 60 | 51 | 69 |
Avg Bars in Winners | 118 | 124 | 114 | 118 | 124 | 114 |
Avg Bars in Losers | 25 | 23 | 28 | 25 | 23 | 28 |
Bars Traded | 5126 | 2223 | 2903 | 5126 | 2223 | 2903 |
Profit Streak | 0 | 0 | 40.4434 | 0 | 0 | 40.4434 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 634288 | 185478 | -179548 | 228817 | -594951 | 462730 |
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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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