Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2266081.6532 | 2257377.1069 | 8704.5463 | 19304881.5867 | 26905100.0459 | -7600218.4593 |
Total P&L (%) | 2266.0817 | 2257.3771 | 8.7045 | 19304.8816 | 26905.1 | -7600.2185 |
Avg Daily Profit (%) | 1.109 | 1.1048 | 0.0043 | 0.2582 | 0.2744 | 0 |
Buy And Hold Return (%) | 3097.9881 | 3097.9881 | 3097.9881 | 3097.9881 | 3097.9881 | 3097.9881 |
Max Trade Drawdown | -75648 | -72848 | -87175 | -10340336 | -8483203 | -11888752 |
Profit Factor | 5.5462 | 11.3302 | 1.0311 | 1.4254 | 2.3507 | 0.7016 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 38.9831 | 40 | 37.931 | 38.9831 | 40 | 37.931 |
Ratio Avg Win / Avg Loss | 8.681 | 16.9953 | 1.6872 | 2.231 | 3.5261 | 1.148 |
Largest Winning Trade | 1238513 | 1238513 | 82192 | 10922124 | 10922124 | 6433739 |
Largest Losing Trade | -42147 | -27876 | -42147 | -4478332 | -3657661 | -4478332 |
Avg Bars in Trades | 95 | 86 | 104 | 95 | 86 | 104 |
Avg Bars in Winners | 199 | 179 | 221 | 199 | 179 | 221 |
Avg Bars in Losers | 29 | 24 | 33 | 29 | 24 | 33 |
Bars Traded | 5628 | 2592 | 3036 | 5628 | 2592 | 3036 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -328210 | -147755 | -542864 | -174078 | 331704 | -583859 |
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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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