Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -58124.0462 | 673178.5293 | -731302.5754 | 76638639.2543 | 63039655.9759 | 13598983.2784 |
Total P&L (%) | -58.124 | 673.1785 | -731.3026 | 76638.6393 | 63039.656 | 13598.9833 |
Avg Daily Profit (%) | -0.0256 | 0.297 | -0.3226 | 0.2935 | 0.2849 | 0.2173 |
Buy And Hold Return (%) | 10552.3345 | 10552.3345 | 10552.3345 | 10552.3345 | 10552.3345 | 10552.3345 |
Max Trade Drawdown | -865816 | -74160 | -937435 | -23529343 | -3090414 | -26221670 |
Profit Factor | 0.9513 | 5.5624 | 0.3006 | 3.0305 | 9.966 | 1.4428 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 36 | 16 | 20 | 36 | 15 | 21 |
Losing Trades | 26 | 15 | 11 | 26 | 16 | 10 |
Profitability (%) | 58.0645 | 51.6129 | 64.5161 | 58.0645 | 48.3871 | 67.7419 |
Ratio Avg Win / Avg Loss | 0.687 | 5.2147 | 0.1653 | 2.1887 | 10.6304 | 0.687 |
Largest Winning Trade | 339260 | 339260 | 61155 | 36439430 | 36439430 | 28853165 |
Largest Losing Trade | -543053 | -27485 | -543053 | -13682400 | -2207046 | -13682400 |
Avg Bars in Trades | 105 | 117 | 93 | 105 | 117 | 93 |
Avg Bars in Winners | 130 | 146 | 117 | 132 | 151 | 118 |
Avg Bars in Losers | 71 | 86 | 51 | 68 | 85 | 41 |
Bars Traded | 6549 | 3638 | 2911 | 6549 | 3638 | 2911 |
Profit Streak | 0 | 404.174 | 0 | 0 | 404.174 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -738232 | -147175 | -578936 | -142828 | 622767 | -66219 |
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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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