Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2368077.4525 | 2348458.0341 | 19619.4184 | 12578732.3796 | 25303692.0407 | -12724959.6611 |
Total P&L (%) | 2368.0775 | 2348.458 | 19.6194 | 12578.7324 | 25303.692 | -12724.9597 |
Avg Daily Profit (%) | 1.2717 | 1.2612 | 0.0105 | 0.2604 | 0.2978 | 0 |
Buy And Hold Return (%) | 5156.7421 | 5156.7421 | 5156.7421 | 5156.7421 | 5156.7421 | 5156.7421 |
Max Trade Drawdown | -109108 | -67837 | -137273 | -25659569 | -12775421 | -29247952 |
Profit Factor | 7.2384 | 13.2719 | 1.1042 | 1.195 | 1.8256 | 0.6241 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 42.8571 | 41.9355 | 43.75 | 42.8571 | 41.9355 | 43.75 |
Ratio Avg Win / Avg Loss | 9.6512 | 18.3765 | 1.4197 | 1.5933 | 2.5277 | 0.8024 |
Largest Winning Trade | 1635779 | 1635779 | 58427 | 22431238 | 22431238 | 6997333 |
Largest Losing Trade | -45955 | -45955 | -32230 | -9497704 | -9497704 | -8654137 |
Avg Bars in Trades | 342 | 344 | 340 | 342 | 344 | 340 |
Avg Bars in Winners | 556 | 633 | 484 | 556 | 633 | 484 |
Avg Bars in Losers | 181 | 135 | 228 | 181 | 135 | 228 |
Bars Traded | 21562 | 10671 | 10891 | 21562 | 10671 | 10891 |
Profit Streak | 0 | 222.5261 | 0 | 0 | 222.5261 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -297729 | -145502 | -452872 | -154370 | 327676 | -583240 |
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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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