Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2687137.4409 | 2655952.1377 | 31185.3031 | 25604733.3038 | 42963690.7027 | -17358957.3989 |
Total P&L (%) | 2687.1374 | 2655.9521 | 31.1853 | 25604.7333 | 42963.6907 | -17358.9574 |
Avg Daily Profit (%) | 1.1869 | 1.1731 | 0.0138 | 0.2454 | 0.2683 | 0 |
Buy And Hold Return (%) | 9843.6034 | 9843.6034 | 9843.6034 | 9843.6034 | 9843.6034 | 9843.6034 |
Max Trade Drawdown | -90946 | -102304 | -72380 | -23657982 | -23001917 | -24396232 |
Profit Factor | 7.3476 | 12.6379 | 1.1598 | 1.2396 | 1.6943 | 0.6142 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Losing Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Profitability (%) | 50.7937 | 58.0645 | 43.75 | 50.7937 | 58.0645 | 43.75 |
Ratio Avg Win / Avg Loss | 7.118 | 9.1274 | 1.4912 | 1.2008 | 1.2237 | 0.7897 |
Largest Winning Trade | 1983696 | 1983696 | 66175 | 25475498 | 25475498 | 10229281 |
Largest Losing Trade | -49786 | -49786 | -40189 | -22615127 | -22615127 | -10723644 |
Avg Bars in Trades | 67 | 90 | 45 | 67 | 90 | 45 |
Avg Bars in Winners | 73 | 93 | 47 | 73 | 93 | 47 |
Avg Bars in Losers | 62 | 87 | 43 | 62 | 87 | 43 |
Bars Traded | 4260 | 2813 | 1447 | 4260 | 2813 | 1447 |
Profit Streak | 0 | 107.8266 | 0 | 0 | 107.8266 | 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 | -294644 | -142192 | -387393 | -146222 | 374021 | -583240 |
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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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