Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1410708.1602 | 1397510.8367 | 13197.3235 | 15818888.5834 | 24553976.1375 | -8735087.5541 |
Total P&L (%) | 1410.7082 | 1397.5108 | 13.1973 | 15818.8886 | 24553.9761 | -8735.0876 |
Avg Daily Profit (%) | 0.7548 | 0.7477 | 0.0071 | 0.2716 | 0.2951 | 0 |
Buy And Hold Return (%) | 9127.7361 | 9127.7361 | 9127.7361 | 9127.7361 | 9127.7361 | 9127.7361 |
Max Trade Drawdown | -67755 | -60140 | -94667 | -10570266 | -5947170 | -16189664 |
Profit Factor | 4.3343 | 8.7993 | 1.0541 | 1.4039 | 2.3906 | 0.5939 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Losing Trades | 22 | 9 | 13 | 22 | 9 | 13 |
Profitability (%) | 62.7119 | 68.9655 | 56.6667 | 62.7119 | 68.9655 | 56.6667 |
Ratio Avg Win / Avg Loss | 2.5772 | 3.9597 | 0.8061 | 0.8348 | 1.0758 | 0.4541 |
Largest Winning Trade | 543299 | 543299 | 64569 | 15851733 | 15851733 | 3483568 |
Largest Losing Trade | -60140 | -60140 | -45988 | -5947170 | -5947170 | -5836547 |
Avg Bars in Trades | 89 | 119 | 61 | 89 | 119 | 61 |
Avg Bars in Winners | 105 | 135 | 70 | 105 | 135 | 70 |
Avg Bars in Losers | 64 | 85 | 49 | 64 | 85 | 49 |
Bars Traded | 5305 | 3469 | 1836 | 5305 | 3469 | 1836 |
Profit Streak | 0 | 217.0517 | 0 | 0 | 217.0517 | 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 | -323543 | -141152 | -511026 | -178818 | 442258 | -579961 |
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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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