Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3161455.5195 | 3008676.9592 | 152778.5603 | 133476408.3053 | 168632848.2466 | -35156439.9413 |
Total P&L (%) | 3161.4555 | 3008.677 | 152.7786 | 133476.4083 | 168632.8482 | -35156.4399 |
Avg Daily Profit (%) | 1.5473 | 1.4725 | 0.0748 | 0.3529 | 0.3643 | 0 |
Buy And Hold Return (%) | 2602.473 | 2602.473 | 2602.473 | 2602.473 | 2602.473 | 2602.473 |
Max Trade Drawdown | -69842 | -78778 | -66903 | -126983346 | -77531282 | -93971355 |
Profit Factor | 7.5281 | 14.3937 | 1.5884 | 1.3655 | 2.037 | 0.8265 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Profitability (%) | 48.3333 | 40 | 56.6667 | 48.3333 | 40 | 56.6667 |
Ratio Avg Win / Avg Loss | 8.0473 | 21.5905 | 1.2147 | 1.4597 | 3.0555 | 0.632 |
Largest Winning Trade | 1745593 | 1745593 | 69418 | 94339872 | 94339872 | 43353095 |
Largest Losing Trade | -45878 | -26484 | -45878 | -52786156 | -52786156 | -45482858 |
Avg Bars in Trades | 132 | 127 | 137 | 132 | 127 | 137 |
Avg Bars in Winners | 217 | 240 | 200 | 217 | 240 | 200 |
Avg Bars in Losers | 53 | 52 | 55 | 53 | 52 | 55 |
Bars Traded | 7969 | 3832 | 4137 | 7969 | 3832 | 4137 |
Profit Streak | 322.0857 | 387.5857 | 0 | 322.0857 | 387.5857 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -250172 | -97913 | -256225 | -163732 | 372276 | -579961 |
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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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