Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2142216.3192 | 1977593.6522 | 164622.667 | 16343720.4361 | -12536196.6155 | 28879917.0515 |
Total P&L (%) | 2142.2163 | 1977.5937 | 164.6227 | 16343.7204 | -12536.1966 | 28879.9171 |
Avg Daily Profit (%) | 1.1891 | 1.0977 | 0.0914 | 0.2836 | 0 | 0.3152 |
Buy And Hold Return (%) | 219.1624 | 219.1624 | 219.1624 | 219.1624 | 219.1624 | 219.1624 |
Max Trade Drawdown | -74987 | -82162 | -54267 | -25175678 | -27660338 | -11057820 |
Profit Factor | 6.2734 | 9.5504 | 1.941 | 1.1824 | 0.7806 | 1.89 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 28 | 11 | 17 | 28 | 11 | 17 |
Losing Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Profitability (%) | 42.4242 | 33.3333 | 51.5152 | 42.4242 | 33.3333 | 51.5152 |
Ratio Avg Win / Avg Loss | 8.5139 | 19.1007 | 1.8268 | 1.6047 | 1.5612 | 1.7788 |
Largest Winning Trade | 1053593 | 1053593 | 70909 | 14253468 | 14253468 | 11737090 |
Largest Losing Trade | -42742 | -25749 | -42742 | -8072506 | -8072506 | -5300052 |
Avg Bars in Trades | 52 | 40 | 63 | 52 | 40 | 63 |
Avg Bars in Winners | 97 | 82 | 107 | 97 | 82 | 107 |
Avg Bars in Losers | 18 | 20 | 17 | 18 | 20 | 17 |
Bars Traded | 3450 | 1343 | 2107 | 3450 | 1343 | 2107 |
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 | -109691 | 556071 | -232884 | -141713 | -584506 | 460143 |
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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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