Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2847969.6902 | 2645708.1661 | 202261.5241 | 45241062.7842 | 54796991.7785 | -9555928.9943 |
Total P&L (%) | 2847.9697 | 2645.7082 | 202.2615 | 45241.0628 | 54796.9918 | -9555.929 |
Avg Daily Profit (%) | 1.2791 | 1.1883 | 0.0908 | 0.2751 | 0.2837 | 0 |
Buy And Hold Return (%) | 603.4047 | 603.4047 | 603.4047 | 603.4047 | 603.4047 | 603.4047 |
Max Trade Drawdown | -126577 | -69068 | -67645 | -131918274 | -62992130 | -73611995 |
Profit Factor | 8.0616 | 16.9674 | 1.8512 | 1.1813 | 1.5271 | 0.9344 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Losing Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Profitability (%) | 56.4516 | 61.2903 | 51.6129 | 56.4516 | 61.2903 | 51.6129 |
Ratio Avg Win / Avg Loss | 6.219 | 10.7162 | 1.7355 | 0.9113 | 0.9645 | 0.876 |
Largest Winning Trade | 2287288 | 2287288 | 55062 | 81845780 | 81845780 | 26217683 |
Largest Losing Trade | -54453 | -36220 | -54453 | -57420486 | -31270095 | -57420486 |
Avg Bars in Trades | 209 | 199 | 218 | 209 | 199 | 218 |
Avg Bars in Winners | 270 | 234 | 314 | 270 | 234 | 314 |
Avg Bars in Losers | 129 | 144 | 116 | 129 | 144 | 116 |
Bars Traded | 12964 | 6187 | 6777 | 12964 | 6187 | 6777 |
Profit Streak | 88.5809 | 341.5809 | 88.5809 | 88.5809 | 341.5809 | 88.5809 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -136175 | 825062 | -233219 | -170821 | 407726 | -580050 |
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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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