Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 6569952.4513 | 6695203.3499 | -125250.8986 | 84850.1709 | 180106.489 | -95256.3181 |
Total P&L (%) | 6569.9525 | 6695.2034 | -125.2509 | 84.8502 | 180.1065 | -95.2563 |
Avg Daily Profit (%) | 3.3452 | 3.409 | -0.0638 | 0.0313 | 0.0525 | -0.1551 |
Buy And Hold Return (%) | 1400.1977 | 1400.1977 | 1400.1977 | 1400.1977 | 1400.1977 | 1400.1977 |
Max Trade Drawdown | -258985 | -70041 | -224809 | -221687 | -108734 | -195062 |
Profit Factor | 11.9633 | 25.4163 | 0.6147 | 1.1088 | 1.4818 | 0.7652 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 17 | 9 | 8 | 17 | 9 | 8 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 27.4194 | 29.0323 | 25.8065 | 27.4194 | 29.0323 | 25.8065 |
Ratio Avg Win / Avg Loss | 31.6676 | 62.1286 | 1.7672 | 2.9352 | 3.6223 | 2.2001 |
Largest Winning Trade | 6782815 | 6782815 | 60131 | 258304 | 258304 | 81642 |
Largest Losing Trade | -57262 | -45968 | -57262 | -65568 | -65568 | -49535 |
Avg Bars in Trades | 91 | 86 | 96 | 91 | 86 | 96 |
Avg Bars in Winners | 210 | 188 | 234 | 210 | 188 | 234 |
Avg Bars in Losers | 46 | 44 | 47 | 46 | 44 | 47 |
Bars Traded | 5649 | 2672 | 2977 | 5649 | 2672 | 2977 |
Profit Streak | 0 | 0 | 594.7134 | 0 | 0 | 594.7134 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -155632 | 372548 | -603717 | -594486 | -298416 | -603717 |
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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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