Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 14572548.1762 | 14428759.9067 | 143788.2694 | 173949877.6271 | 128473055.4733 | 45476822.1538 |
Total P&L (%) | 14572.5482 | 14428.7599 | 143.7883 | 173949.8776 | 128473.0555 | 45476.8222 |
Avg Daily Profit (%) | 6.4466 | 6.383 | 0.0636 | 0.3306 | 0.3172 | 0.2712 |
Buy And Hold Return (%) | 9643.9181 | 9643.9181 | 9643.9181 | 9643.9181 | 9643.9181 | 9643.9181 |
Max Trade Drawdown | -54327 | -35517 | -47401 | -21290193 | -15262684 | -14267937 |
Profit Factor | 51.7885 | 83.3898 | 2.2861 | 2.8402 | 3.3083 | 2.1699 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Profitability (%) | 61.194 | 57.5758 | 64.7059 | 61.194 | 57.5758 | 64.7059 |
Ratio Avg Win / Avg Loss | 32.8415 | 61.4451 | 1.247 | 1.8011 | 2.4377 | 1.1836 |
Largest Winning Trade | 14181010 | 14181010 | 53701 | 53652780 | 53652780 | 29317843 |
Largest Losing Trade | -28547 | -28547 | -25094 | -14267937 | -12484764 | -14267937 |
Avg Bars in Trades | 63 | 81 | 45 | 63 | 81 | 45 |
Avg Bars in Winners | 79 | 105 | 57 | 79 | 105 | 57 |
Avg Bars in Losers | 36 | 48 | 23 | 36 | 48 | 23 |
Bars Traded | 4232 | 2677 | 1555 | 4232 | 2677 | 1555 |
Profit Streak | 0 | 183.7876 | 0 | 0 | 183.7876 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -105225 | 553209 | -268641 | -104972 | 636447 | 430780 |
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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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