Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1346818.9639 | 1241529.4877 | 105289.4762 | 6995662.7237 | 12001671.229 | -5006008.5053 |
Total P&L (%) | 1346.819 | 1241.5295 | 105.2895 | 6995.6627 | 12001.6712 | -5006.0085 |
Avg Daily Profit (%) | 0.7386 | 0.6809 | 0.0577 | 0.234 | 0.2634 | 0 |
Buy And Hold Return (%) | 1064.3626 | 1064.3626 | 1064.3626 | 1064.3626 | 1064.3626 | 1064.3626 |
Max Trade Drawdown | -163107 | -92111 | -106348 | -10008260 | -4573663 | -7224786 |
Profit Factor | 3.9828 | 6.8432 | 1.4405 | 1.276 | 2.1154 | 0.6568 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Profitability (%) | 48.3871 | 51.6129 | 45.1613 | 48.3871 | 51.6129 | 45.1613 |
Ratio Avg Win / Avg Loss | 4.2484 | 6.4155 | 1.7491 | 1.3611 | 1.9832 | 0.7976 |
Largest Winning Trade | 560837 | 560837 | 71656 | 9043336 | 9043336 | 2096294 |
Largest Losing Trade | -62043 | -29613 | -62043 | -5226403 | -2385433 | -5226403 |
Avg Bars in Trades | 55 | 64 | 46 | 55 | 64 | 46 |
Avg Bars in Winners | 68 | 80 | 55 | 68 | 80 | 55 |
Avg Bars in Losers | 42 | 47 | 38 | 42 | 47 | 38 |
Bars Traded | 3426 | 1994 | 1432 | 3426 | 1994 | 1432 |
Profit Streak | 0 | 227.9695 | 0 | 0 | 227.9695 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -222653 | -91743 | -281465 | -151146 | 510317 | -582699 |
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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) |
---|