Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2583661.2946 | 2448881.9379 | 134779.3567 | 4643030.8343 | 4939716.7924 | -296685.9581 |
Total P&L (%) | 2583.6613 | 2448.8819 | 134.7794 | 4643.0308 | 4939.7168 | -296.686 |
Avg Daily Profit (%) | 1.1662 | 1.1053 | 0.0608 | 0.1743 | 0.1771 | 0 |
Buy And Hold Return (%) | 306.4899 | 306.4899 | 306.4899 | 306.4899 | 306.4899 | 306.4899 |
Max Trade Drawdown | -127501 | -89431 | -120176 | -25299766 | -14720922 | -11831165 |
Profit Factor | 5.9569 | 10.3994 | 1.517 | 1.12 | 1.2605 | 0.985 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 51.6667 | 46.6667 | 56.6667 | 51.6667 | 46.6667 | 56.6667 |
Ratio Avg Win / Avg Loss | 5.5726 | 11.885 | 1.1601 | 1.0478 | 1.4406 | 0.7532 |
Largest Winning Trade | 2237887 | 2237887 | 51318 | 8032032 | 8032032 | 4755913 |
Largest Losing Trade | -68653 | -29398 | -68653 | -11406665 | -7856936 | -11406665 |
Avg Bars in Trades | 143 | 115 | 171 | 143 | 115 | 171 |
Avg Bars in Winners | 188 | 153 | 218 | 188 | 153 | 218 |
Avg Bars in Losers | 94 | 82 | 109 | 94 | 82 | 109 |
Bars Traded | 8591 | 3460 | 5131 | 8591 | 3460 | 5131 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151303 | 742157 | -275243 | -253974 | 228266 | -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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