Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 15841614.7566 | 15877503.0926 | -35888.3359 | 3488195.6923 | 3896698.5058 | -408502.8134 |
Total P&L (%) | 15841.6148 | 15877.5031 | -35.8883 | 3488.1957 | 3896.6985 | -408.5028 |
Avg Daily Profit (%) | 7.009 | 7.0249 | -0.0159 | 0.1585 | 0.1633 | 0 |
Buy And Hold Return (%) | 8600.257 | 8600.257 | 8600.257 | 8600.257 | 8600.257 | 8600.257 |
Max Trade Drawdown | -127468 | -98470 | -82343 | -11473106 | -11043873 | -5292903 |
Profit Factor | 19.7659 | 27.7918 | 0.8573 | 1.0723 | 1.1121 | 0.9698 |
Total Trades | 237 | 118 | 119 | 237 | 118 | 119 |
Winning Trades | 107 | 51 | 56 | 107 | 51 | 56 |
Losing Trades | 130 | 67 | 63 | 130 | 67 | 63 |
Profitability (%) | 45.1477 | 43.2203 | 47.0588 | 45.1477 | 43.2203 | 47.0588 |
Ratio Avg Win / Avg Loss | 24.0146 | 36.5108 | 0.9645 | 1.3028 | 1.461 | 1.091 |
Largest Winning Trade | 15761634 | 15761634 | 15222 | 12043115 | 12043115 | 1595416 |
Largest Losing Trade | -39834 | -39834 | -27096 | -5463304 | -5463304 | -2235907 |
Avg Bars in Trades | 55 | 100 | 10 | 55 | 100 | 10 |
Avg Bars in Winners | 70 | 138 | 9 | 70 | 138 | 9 |
Avg Bars in Losers | 42 | 70 | 11 | 42 | 70 | 11 |
Bars Traded | 13072 | 11819 | 1253 | 13072 | 11819 | 1253 |
Profit Streak | 0 | 80.6986 | 0 | 0 | 80.6986 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 571785 | 512579 | -581882 | -299774 | -257550 | -580215 |
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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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