Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2260989.2326 | 2262203.5092 | -1214.2766 | 9319739.0419 | 14781920.7673 | -5462181.7253 |
Total P&L (%) | 2260.9892 | 2262.2035 | -1.2143 | 9319.739 | 14781.9208 | -5462.1817 |
Avg Daily Profit (%) | 1.1064 | 1.107 | -0.0006 | 0.2227 | 0.2451 | 0 |
Buy And Hold Return (%) | 6418.1733 | 6418.1733 | 6418.1733 | 6418.1733 | 6418.1733 | 6418.1733 |
Max Trade Drawdown | -120197 | -54854 | -152065 | -10185245 | -4988250 | -5560769 |
Profit Factor | 5.7266 | 12.1866 | 0.9956 | 1.378 | 2.3365 | 0.5983 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 50.7937 | 53.125 | 48.3871 | 50.7937 | 53.125 | 48.3871 |
Ratio Avg Win / Avg Loss | 5.5476 | 10.7529 | 1.062 | 1.3349 | 2.0616 | 0.6382 |
Largest Winning Trade | 1512492 | 1512492 | 81849 | 8240574 | 8240574 | 2364939 |
Largest Losing Trade | -54854 | -54854 | -48594 | -4569013 | -4569013 | -3472866 |
Avg Bars in Trades | 59 | 56 | 61 | 59 | 56 | 61 |
Avg Bars in Winners | 85 | 92 | 78 | 85 | 92 | 78 |
Avg Bars in Losers | 31 | 16 | 46 | 31 | 16 | 46 |
Bars Traded | 3733 | 1814 | 1919 | 3733 | 1814 | 1919 |
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 | -294914 | -143444 | -579778 | -167233 | 301592 | -581445 |
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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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