Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2655279.7036 | 2588567.0783 | 66712.6253 | 40127127.8644 | 42490468.7199 | -2363340.8554 |
Total P&L (%) | 2655.2797 | 2588.5671 | 66.7126 | 40127.1279 | 42490.4687 | -2363.3409 |
Avg Daily Profit (%) | 1.1731 | 1.1436 | 0.0295 | 0.2653 | 0.2678 | 0 |
Buy And Hold Return (%) | 10690.5403 | 10690.5403 | 10690.5403 | 10690.5403 | 10690.5403 | 10690.5403 |
Max Trade Drawdown | -80865 | -88622 | -33317 | -51633095 | -45773226 | -11530610 |
Profit Factor | 8.5042 | 12.8423 | 1.4932 | 1.3936 | 1.5716 | 0.9144 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 50.7692 | 46.875 | 54.5455 | 50.7692 | 46.875 | 54.5455 |
Ratio Avg Win / Avg Loss | 8.2465 | 14.5546 | 1.2444 | 1.3514 | 1.7811 | 0.762 |
Largest Winning Trade | 1873689 | 1873689 | 34205 | 60358201 | 60358201 | 5587337 |
Largest Losing Trade | -44455 | -44455 | -33317 | -29606151 | -29606151 | -7372343 |
Avg Bars in Trades | 64 | 102 | 28 | 64 | 102 | 28 |
Avg Bars in Winners | 75 | 123 | 34 | 75 | 123 | 34 |
Avg Bars in Losers | 54 | 83 | 20 | 54 | 83 | 20 |
Bars Traded | 4219 | 3279 | 940 | 4219 | 3279 | 940 |
Profit Streak | 0 | 98.1443 | 0 | 0 | 98.1443 | 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 | -279659 | -144473 | -317179 | -129089 | 307425 | -579935 |
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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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