Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2302399.2286 | 2217472.9965 | 84926.232 | 3378212.5458 | 6641542.7726 | -3263330.2268 |
Total P&L (%) | 2302.3992 | 2217.473 | 84.9262 | 3378.2125 | 6641.5428 | -3263.3302 |
Avg Daily Profit (%) | 1.1052 | 1.0644 | 0.0408 | 0.1705 | 0.2023 | 0 |
Buy And Hold Return (%) | 218.4524 | 218.4524 | 218.4524 | 218.4524 | 218.4524 | 218.4524 |
Max Trade Drawdown | -150149 | -99017 | -109430 | -27607047 | -15019599 | -16331437 |
Profit Factor | 5.5654 | 11.6906 | 1.2861 | 1.0542 | 1.2516 | 0.9092 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 42.3729 | 44.8276 | 40 | 42.3729 | 44.8276 | 40 |
Ratio Avg Win / Avg Loss | 7.5689 | 14.3884 | 1.9291 | 1.4337 | 1.5405 | 1.3638 |
Largest Winning Trade | 2041726 | 2041726 | 53698 | 15703592 | 15703592 | 5998961 |
Largest Losing Trade | -41942 | -26996 | -41942 | -6445664 | -4747590 | -6445664 |
Avg Bars in Trades | 413 | 389 | 436 | 413 | 389 | 436 |
Avg Bars in Winners | 657 | 588 | 732 | 657 | 588 | 732 |
Avg Bars in Losers | 233 | 228 | 238 | 233 | 228 | 238 |
Bars Traded | 24390 | 11309 | 13081 | 24390 | 11309 | 13081 |
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 | -160825 | 714857 | -307057 | -335602 | 248053 | -583047 |
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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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