Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1367653.3268 | 1235368.7374 | 132284.5894 | 11882947.6737 | 12447835.4274 | -564887.7537 |
Total P&L (%) | 1367.6533 | 1235.3687 | 132.2846 | 11882.9477 | 12447.8354 | -564.8878 |
Avg Daily Profit (%) | 0.6212 | 0.5611 | 0.0601 | 0.2176 | 0.2197 | 0 |
Buy And Hold Return (%) | 539.8369 | 539.8369 | 539.8369 | 539.8369 | 539.8369 | 539.8369 |
Max Trade Drawdown | -77446 | -74445 | -57877 | -13486729 | -10340233 | -3943999 |
Profit Factor | 4.2861 | 5.6218 | 1.8884 | 1.4925 | 1.738 | 0.9222 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Losing Trades | 34 | 20 | 14 | 34 | 20 | 14 |
Profitability (%) | 44.2623 | 35.4839 | 53.3333 | 44.2623 | 35.4839 | 53.3333 |
Ratio Avg Win / Avg Loss | 5.3973 | 10.2215 | 1.6523 | 1.8795 | 3.1599 | 0.8069 |
Largest Winning Trade | 598551 | 598551 | 61544 | 18719581 | 18719581 | 1434032 |
Largest Losing Trade | -26868 | -26295 | -26868 | -4209680 | -4209680 | -3251834 |
Avg Bars in Trades | 211 | 188 | 234 | 211 | 188 | 234 |
Avg Bars in Winners | 301 | 302 | 300 | 301 | 302 | 300 |
Avg Bars in Losers | 139 | 125 | 160 | 139 | 125 | 160 |
Bars Traded | 12886 | 5842 | 7044 | 12886 | 5842 | 7044 |
Profit Streak | 0 | 0 | 90.3989 | 0 | 0 | 90.3989 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152847 | 314058 | -273944 | -157671 | 209363 | -579834 |
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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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