Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 9896536.9478 | 9907903.517 | -11366.5691 | 901211.1818 | 662721.6119 | 238489.57 |
Total P&L (%) | 9896.5369 | 9907.9035 | -11.3666 | 901.2112 | 662.7216 | 238.4896 |
Avg Daily Profit (%) | 4.7505 | 4.756 | -0.0055 | 0.1106 | 0.0976 | 0.0585 |
Buy And Hold Return (%) | 532.9541 | 532.9541 | 532.9541 | 532.9541 | 532.9541 | 532.9541 |
Max Trade Drawdown | -132325 | -165663 | -20713 | -5469386 | -5998536 | -516265 |
Profit Factor | 26.0392 | 31.414 | 0.8364 | 1.0832 | 1.0677 | 1.2272 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 44.2623 | 36.6667 | 51.6129 | 44.2623 | 36.6667 | 51.6129 |
Ratio Avg Win / Avg Loss | 32.7902 | 54.2605 | 0.7841 | 1.364 | 1.8443 | 1.1505 |
Largest Winning Trade | 9942404 | 9942404 | 9615 | 6406165 | 6406165 | 368472 |
Largest Losing Trade | -45877 | -45877 | -30121 | -2420853 | -2420853 | -347371 |
Avg Bars in Trades | 398 | 787 | 20 | 398 | 787 | 20 |
Avg Bars in Winners | 439 | 1046 | 21 | 439 | 1046 | 21 |
Avg Bars in Losers | 365 | 638 | 20 | 365 | 638 | 20 |
Bars Traded | 24286 | 23639 | 647 | 24286 | 23639 | 647 |
Profit Streak | 0 | 5.0382 | 0 | 0 | 5.0382 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143759 | 718414 | -580331 | -351067 | -301744 | -280435 |
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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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