Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1404727.7331 | 1236090.2847 | 168637.4483 | 26589175.5088 | 22787468.3318 | 3801707.177 |
Total P&L (%) | 1404.7277 | 1236.0903 | 168.6374 | 26589.1755 | 22787.4683 | 3801.7072 |
Avg Daily Profit (%) | 0.6407 | 0.5638 | 0.0769 | 0.2551 | 0.2481 | 0.1673 |
Buy And Hold Return (%) | 491.5245 | 491.5245 | 491.5245 | 491.5245 | 491.5245 | 491.5245 |
Max Trade Drawdown | -51656 | -54025 | -52016 | -9572877 | -9136826 | -7592271 |
Profit Factor | 4.368 | 6.9099 | 1.811 | 1.9009 | 2.2244 | 1.3487 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 36 | 14 | 22 | 36 | 14 | 22 |
Losing Trades | 35 | 22 | 13 | 35 | 22 | 13 |
Profitability (%) | 50.7042 | 38.8889 | 62.8571 | 50.7042 | 38.8889 | 62.8571 |
Ratio Avg Win / Avg Loss | 4.2467 | 10.8585 | 1.0702 | 1.8481 | 3.4955 | 0.797 |
Largest Winning Trade | 582884 | 582884 | 65113 | 22483520 | 22483520 | 2748020 |
Largest Losing Trade | -39277 | -20493 | -39277 | -4392882 | -4392882 | -3187735 |
Avg Bars in Trades | 181 | 160 | 204 | 181 | 160 | 204 |
Avg Bars in Winners | 251 | 237 | 260 | 251 | 237 | 260 |
Avg Bars in Losers | 109 | 110 | 107 | 109 | 110 | 107 |
Bars Traded | 12906 | 5764 | 7142 | 12906 | 5764 | 7142 |
Profit Streak | 0 | 0 | 265.9635 | 0 | 0 | 265.9635 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -75287 | 425151 | -250674 | -79068 | 300929 | 342105 |
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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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