Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1963788.8719 | 1824821.4506 | 138967.4213 | 132184353.1489 | 107485328.5193 | 24699024.6296 |
Total P&L (%) | 1963.7889 | 1824.8215 | 138.9674 | 132184.3531 | 107485.3285 | 24699.0246 |
Avg Daily Profit (%) | 0.8655 | 0.8042 | 0.0612 | 0.3173 | 0.3081 | 0.2433 |
Buy And Hold Return (%) | 11089.0591 | 11089.0591 | 11089.0591 | 11089.0591 | 11089.0591 | 11089.0591 |
Max Trade Drawdown | -115065 | -43844 | -124325 | -81761815 | -64073073 | -58791203 |
Profit Factor | 5.7758 | 11.3397 | 1.5921 | 1.6791 | 2.0447 | 1.2691 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Profitability (%) | 64.6154 | 62.5 | 66.6667 | 64.6154 | 62.5 | 66.6667 |
Ratio Avg Win / Avg Loss | 3.1629 | 6.8038 | 0.796 | 0.9195 | 1.2268 | 0.6346 |
Largest Winning Trade | 828341 | 828341 | 44475 | 99416909 | 99416909 | 41102460 |
Largest Losing Trade | -64196 | -29245 | -64196 | -58791203 | -45075620 | -58791203 |
Avg Bars in Trades | 98 | 102 | 94 | 98 | 102 | 94 |
Avg Bars in Winners | 115 | 119 | 112 | 115 | 119 | 112 |
Avg Bars in Losers | 67 | 74 | 60 | 67 | 74 | 60 |
Bars Traded | 6418 | 3288 | 3130 | 6418 | 3288 | 3130 |
Profit Streak | 0 | 112.1516 | 0 | 0 | 112.1516 | 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 | -278296 | -141929 | -274584 | -124662 | 499975 | 122350 |
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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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