Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1640829.4038 | 1617041.6039 | 23787.7999 | 15974974.6 | 25630126.2417 | -9655151.6417 |
Total P&L (%) | 1640.8294 | 1617.0416 | 23.7878 | 15974.9746 | 25630.1262 | -9655.1516 |
Avg Daily Profit (%) | 0.7191 | 0.7087 | 0.0104 | 0.2229 | 0.2435 | 0 |
Buy And Hold Return (%) | 8740.6094 | 8740.6094 | 8740.6094 | 8740.6094 | 8740.6094 | 8740.6094 |
Max Trade Drawdown | -166165 | -154803 | -33015 | -31899874 | -23172650 | -12087462 |
Profit Factor | 5.4554 | 6.8727 | 1.256 | 1.2485 | 1.594 | 0.5433 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Profitability (%) | 55.1724 | 58.6207 | 51.7241 | 55.1724 | 58.6207 | 51.7241 |
Ratio Avg Win / Avg Loss | 4.4325 | 4.8513 | 1.1722 | 1.0144 | 1.1252 | 0.5071 |
Largest Winning Trade | 680001 | 680001 | 23233 | 31917910 | 31917910 | 4571065 |
Largest Losing Trade | -40027 | -40027 | -33015 | -12895938 | -12895938 | -12087462 |
Avg Bars in Trades | 150 | 286 | 14 | 150 | 286 | 14 |
Avg Bars in Winners | 169 | 303 | 16 | 169 | 303 | 16 |
Avg Bars in Losers | 128 | 262 | 12 | 128 | 262 | 12 |
Bars Traded | 8743 | 8311 | 432 | 8743 | 8311 | 432 |
Profit Streak | 55.7491 | 120.7491 | 0 | 55.7491 | 120.7491 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -323441 | -142843 | -344423 | -178302 | 329045 | -580331 |
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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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