Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1628577.3505 | 1444297.3417 | 184280.0088 | 30893310.7454 | 7842287.999 | 23051022.7464 |
Total P&L (%) | 1628.5774 | 1444.2973 | 184.28 | 30893.3107 | 7842.288 | 23051.0227 |
Avg Daily Profit (%) | 0.6509 | 0.5773 | 0.0737 | 0.2295 | 0.175 | 0.2178 |
Buy And Hold Return (%) | 464.5477 | 464.5477 | 464.5477 | 464.5477 | 464.5477 | 464.5477 |
Max Trade Drawdown | -71462 | -44960 | -57809 | -28574668 | -15735604 | -19618247 |
Profit Factor | 5.796 | 9.4668 | 2.0905 | 1.3952 | 1.1778 | 1.6767 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 44.9275 | 40 | 50 | 44.9275 | 40 | 50 |
Ratio Avg Win / Avg Loss | 7.1047 | 14.2002 | 2.0905 | 1.7102 | 1.7667 | 1.6767 |
Largest Winning Trade | 978040 | 978040 | 58890 | 14138468 | 14138468 | 13765433 |
Largest Losing Trade | -21003 | -21003 | -17435 | -8677388 | -8677388 | -5361909 |
Avg Bars in Trades | 142 | 129 | 156 | 142 | 129 | 156 |
Avg Bars in Winners | 232 | 218 | 244 | 232 | 218 | 244 |
Avg Bars in Losers | 69 | 70 | 68 | 69 | 70 | 68 |
Bars Traded | 9861 | 4529 | 5332 | 9861 | 4529 | 5332 |
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 | -90641 | 463597 | -256422 | -98183 | -19931 | 408574 |
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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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