Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 10966885.0922 | 10921058.1337 | 45826.9585 | 24611110.7481 | 27950964.6956 | -3339853.9475 |
Total P&L (%) | 10966.8851 | 10921.0581 | 45.827 | 24611.1107 | 27950.9647 | -3339.8539 |
Avg Daily Profit (%) | 4.8483 | 4.8281 | 0.0203 | 0.2439 | 0.2495 | 0 |
Buy And Hold Return (%) | 11154.2903 | 11154.2903 | 11154.2903 | 11154.2903 | 11154.2903 | 11154.2903 |
Max Trade Drawdown | -98262 | -83610 | -51812 | -17963668 | -13009766 | -12869861 |
Profit Factor | 27.6156 | 53.3604 | 1.2252 | 1.3929 | 1.8723 | 0.8909 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Profitability (%) | 47.1429 | 51.4286 | 42.8571 | 47.1429 | 51.4286 | 42.8571 |
Ratio Avg Win / Avg Loss | 30.9629 | 50.396 | 1.6336 | 1.5617 | 1.7683 | 1.1878 |
Largest Winning Trade | 10691800 | 10691800 | 37466 | 25073405 | 25073405 | 7445686 |
Largest Losing Trade | -32405 | -32405 | -28782 | -9527235 | -9527235 | -8436432 |
Avg Bars in Trades | 62 | 77 | 47 | 62 | 77 | 47 |
Avg Bars in Winners | 80 | 97 | 61 | 80 | 97 | 61 |
Avg Bars in Losers | 45 | 56 | 36 | 45 | 56 | 36 |
Bars Traded | 4362 | 2708 | 1654 | 4362 | 2708 | 1654 |
Profit Streak | 0 | 219.4117 | 0 | 0 | 219.4117 | 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 | -241194 | -139772 | -333621 | -95226 | 359900 | -581898 |
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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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