Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2575276.5279 | 2360786.12 | 214490.408 | 67951584.0996 | 17755627.9823 | 50195956.1173 |
Total P&L (%) | 2575.2765 | 2360.7861 | 214.4904 | 67951.5841 | 17755.628 | 50195.9561 |
Avg Daily Profit (%) | 1.3674 | 1.2535 | 0.1139 | 0.3469 | 0.2757 | 0.3308 |
Buy And Hold Return (%) | 447.0671 | 447.0671 | 447.0671 | 447.0671 | 447.0671 | 447.0671 |
Max Trade Drawdown | -65708 | -73743 | -32023 | -38965722 | -21044164 | -17921558 |
Profit Factor | 8.337 | 11.7298 | 2.6376 | 1.5845 | 1.2467 | 2.1334 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 49.2063 | 46.875 | 51.6129 | 49.2063 | 46.875 | 51.6129 |
Ratio Avg Win / Avg Loss | 8.606 | 13.2937 | 2.4728 | 1.6356 | 1.413 | 2.0001 |
Largest Winning Trade | 1762942 | 1762942 | 60987 | 39190367 | 28601171 | 39190367 |
Largest Losing Trade | -28770 | -28770 | -19157 | -9811168 | -9811168 | -7997341 |
Avg Bars in Trades | 172 | 140 | 206 | 172 | 140 | 206 |
Avg Bars in Winners | 246 | 198 | 290 | 246 | 198 | 290 |
Avg Bars in Losers | 101 | 88 | 116 | 101 | 88 | 116 |
Bars Traded | 10883 | 4490 | 6393 | 10883 | 4490 | 6393 |
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 | -129948 | 708984 | -201532 | -139080 | 259031 | 481782 |
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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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