Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 14248523.9976 | 14208334.5285 | 40189.4691 | 14089773.4324 | 10652315.1547 | 3437458.2777 |
Total P&L (%) | 14248.524 | 14208.3345 | 40.1895 | 14089.7734 | 10652.3152 | 3437.4583 |
Avg Daily Profit (%) | 6.3074 | 6.2897 | 0.0178 | 0.2196 | 0.2073 | 0.158 |
Buy And Hold Return (%) | 8542.2051 | 8542.2051 | 8542.2051 | 8542.2051 | 8542.2051 | 8542.2051 |
Max Trade Drawdown | -108455 | -105550 | -29543 | -9170096 | -8705784 | -3019260 |
Profit Factor | 41.1172 | 60.2789 | 1.348 | 1.6121 | 1.6926 | 1.4501 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 25 | 15 | 10 | 25 | 15 | 10 |
Profitability (%) | 57.6271 | 48.2759 | 66.6667 | 57.6271 | 48.2759 | 66.6667 |
Ratio Avg Win / Avg Loss | 30.2333 | 64.5845 | 0.674 | 1.1854 | 1.8135 | 0.725 |
Largest Winning Trade | 14095148 | 14095148 | 28079 | 10328212 | 10328212 | 3014786 |
Largest Losing Trade | -42506 | -42506 | -28478 | -3396044 | -3396044 | -1770951 |
Avg Bars in Trades | 219 | 381 | 62 | 219 | 381 | 62 |
Avg Bars in Winners | 237 | 480 | 67 | 237 | 480 | 67 |
Avg Bars in Losers | 195 | 289 | 52 | 195 | 289 | 52 |
Bars Traded | 12947 | 11071 | 1876 | 12947 | 11071 | 1876 |
Profit Streak | 0 | 178.7256 | 0 | 0 | 178.7256 | 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 | -163141 | 560996 | -334039 | -177591 | -77374 | -156651 |
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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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