Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1124292.8146 | 1094419.3409 | 29873.4737 | 13290991.9129 | 39598560.6335 | -26307568.7205 |
Total P&L (%) | 1124.2928 | 1094.4193 | 29.8735 | 13290.9919 | 39598.5606 | -26307.5687 |
Avg Daily Profit (%) | 0.6027 | 0.5867 | 0.016 | 0.2629 | 0.3213 | 0 |
Buy And Hold Return (%) | 5885.0668 | 5885.0668 | 5885.0668 | 5885.0668 | 5885.0668 | 5885.0668 |
Max Trade Drawdown | -91741 | -37470 | -108172 | -22533424 | -6535807 | -30588284 |
Profit Factor | 3.7659 | 10.1035 | 1.1044 | 1.1983 | 3.3092 | 0.4726 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Losing Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Profitability (%) | 46.7742 | 51.6129 | 41.9355 | 46.7742 | 51.6129 | 41.9355 |
Ratio Avg Win / Avg Loss | 4.2853 | 9.472 | 1.5291 | 1.3636 | 3.1024 | 0.6543 |
Largest Winning Trade | 394349 | 394349 | 57069 | 13770449 | 13770449 | 10122581 |
Largest Losing Trade | -45294 | -16673 | -45294 | -8487853 | -2740744 | -8487853 |
Avg Bars in Trades | 355 | 202 | 507 | 355 | 202 | 507 |
Avg Bars in Winners | 598 | 331 | 927 | 598 | 331 | 927 |
Avg Bars in Losers | 141 | 65 | 204 | 141 | 65 | 204 |
Bars Traded | 22027 | 6284 | 15743 | 22027 | 6284 | 15743 |
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 | -307162 | -145737 | -445033 | -158747 | 554024 | -583954 |
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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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