Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3013247.5618 | 2835913.9375 | 177333.6243 | 18497476.4808 | 443452.1355 | 18054024.3453 |
Total P&L (%) | 3013.2476 | 2835.9139 | 177.3336 | 18497.4765 | 443.4521 | 18054.0243 |
Avg Daily Profit (%) | 1.4468 | 1.3616 | 0.0851 | 0.2512 | 0.0813 | 0.2501 |
Buy And Hold Return (%) | 43.5435 | 43.5435 | 43.5435 | 43.5435 | 43.5435 | 43.5435 |
Max Trade Drawdown | -92220 | -91271 | -75547 | -33604170 | -23869283 | -22971375 |
Profit Factor | 6.2951 | 9.2357 | 1.7891 | 1.1691 | 1.0065 | 1.4405 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 35.8974 | 30.7692 | 41.0256 | 35.8974 | 30.7692 | 41.0256 |
Ratio Avg Win / Avg Loss | 11.2413 | 20.7804 | 2.5719 | 2.0877 | 2.2646 | 2.0708 |
Largest Winning Trade | 2348312 | 2348312 | 80145 | 18046977 | 18046977 | 12328991 |
Largest Losing Trade | -35901 | -35901 | -27214 | -12906189 | -12906189 | -8777752 |
Avg Bars in Trades | 312 | 291 | 332 | 312 | 291 | 332 |
Avg Bars in Winners | 613 | 630 | 599 | 613 | 630 | 599 |
Avg Bars in Losers | 143 | 141 | 146 | 143 | 141 | 146 |
Bars Traded | 24348 | 11382 | 12966 | 24348 | 11382 | 12966 |
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 | -22006 | 530054 | -81514 | -69181 | -304137 | 253795 |
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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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