Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2591868.774 | 2482340.9615 | 109527.8125 | 5725545.6354 | 17774232.1397 | -12048686.5043 |
Total P&L (%) | 2591.8688 | 2482.341 | 109.5278 | 5725.5456 | 17774.2321 | -12048.6865 |
Avg Daily Profit (%) | 1.1726 | 1.1231 | 0.0496 | 0.1841 | 0.2349 | 0 |
Buy And Hold Return (%) | 829.8125 | 829.8125 | 829.8125 | 829.8125 | 829.8125 | 829.8125 |
Max Trade Drawdown | -140346 | -79285 | -102596 | -25588842 | -11440981 | -14155373 |
Profit Factor | 5.7277 | 11.388 | 1.3542 | 1.0812 | 1.5881 | 0.701 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 53.125 | 53.125 | 53.125 | 53.125 | 53.125 | 53.125 |
Ratio Avg Win / Avg Loss | 5.0539 | 10.0483 | 1.1948 | 0.954 | 1.4013 | 0.6185 |
Largest Winning Trade | 2231272 | 2231272 | 55675 | 20045613 | 20045613 | 5216869 |
Largest Losing Trade | -55796 | -40833 | -55796 | -7605661 | -6741377 | -7605661 |
Avg Bars in Trades | 202 | 193 | 210 | 202 | 193 | 210 |
Avg Bars in Winners | 293 | 270 | 317 | 293 | 270 | 317 |
Avg Bars in Losers | 98 | 106 | 89 | 98 | 106 | 89 |
Bars Traded | 12930 | 6194 | 6736 | 12930 | 6194 | 6736 |
Profit Streak | 0 | 115.3132 | 0 | 0 | 115.3132 | 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 | -124278 | 726722 | -291725 | -268143 | 414413 | -580405 |
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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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