Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2678907.4287 | 2597543.7839 | 81363.6447 | 63873509.8722 | 50951367.4865 | 12922142.3857 |
Total P&L (%) | 2678.9074 | 2597.5438 | 81.3636 | 63873.5099 | 50951.3675 | 12922.1424 |
Avg Daily Profit (%) | 1.1843 | 1.1483 | 0.036 | 0.286 | 0.276 | 0.2155 |
Buy And Hold Return (%) | 10998.4249 | 10998.4249 | 10998.4249 | 10998.4249 | 10998.4249 | 10998.4249 |
Max Trade Drawdown | -87033 | -65120 | -45364 | -42942927 | -30603183 | -27418215 |
Profit Factor | 7.953 | 15.0448 | 1.4061 | 1.5081 | 1.7097 | 1.2396 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Profitability (%) | 49.1803 | 53.3333 | 45.1613 | 49.1803 | 53.3333 | 45.1613 |
Ratio Avg Win / Avg Loss | 8.2181 | 13.1642 | 1.7074 | 1.5583 | 1.496 | 1.5053 |
Largest Winning Trade | 1843902 | 1843902 | 51362 | 51447970 | 51447970 | 35517267 |
Largest Losing Trade | -44511 | -37107 | -44511 | -30603183 | -30603183 | -12009962 |
Avg Bars in Trades | 69 | 78 | 60 | 69 | 78 | 60 |
Avg Bars in Winners | 103 | 108 | 96 | 103 | 108 | 96 |
Avg Bars in Losers | 36 | 43 | 30 | 36 | 43 | 30 |
Bars Traded | 4227 | 2353 | 1874 | 4227 | 2353 | 1874 |
Profit Streak | 0 | 159.4749 | 0 | 0 | 159.4749 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -310068 | -142431 | -310702 | -155873 | 378230 | -104287 |
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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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