Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1613228.9214 | 1541123.9609 | 72104.9605 | 40591669.1191 | 31599339.0959 | 8992330.0232 |
Total P&L (%) | 1613.2289 | 1541.124 | 72.105 | 40591.6691 | 31599.3391 | 8992.33 |
Avg Daily Profit (%) | 0.8616 | 0.8231 | 0.0385 | 0.3214 | 0.3081 | 0.2412 |
Buy And Hold Return (%) | 7267.8869 | 7267.8869 | 7267.8869 | 7267.8869 | 7267.8869 | 7267.8869 |
Max Trade Drawdown | -131200 | -110377 | -62940 | -11955251 | -7784122 | -15862354 |
Profit Factor | 5.8187 | 9.8355 | 1.4496 | 2.2381 | 3.6038 | 1.4355 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Profitability (%) | 55.1724 | 55.1724 | 55.1724 | 55.1724 | 55.1724 | 55.1724 |
Ratio Avg Win / Avg Loss | 4.7277 | 7.9913 | 1.1778 | 1.8184 | 2.9281 | 1.1663 |
Largest Winning Trade | 646861 | 646861 | 64577 | 13010248 | 11452385 | 13010248 |
Largest Losing Trade | -55602 | -55602 | -44277 | -8570467 | -4374296 | -8570467 |
Avg Bars in Trades | 92 | 97 | 88 | 92 | 97 | 88 |
Avg Bars in Winners | 128 | 144 | 112 | 128 | 144 | 112 |
Avg Bars in Losers | 48 | 39 | 58 | 48 | 39 | 58 |
Bars Traded | 5387 | 2833 | 2554 | 5387 | 2833 | 2554 |
Profit Streak | 0 | 176.3129 | 0 | 0 | 176.3129 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -322992 | -142478 | -305622 | -166437 | 554555 | -82044 |
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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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