Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1365312.6239 | 1355561.8383 | 9750.7855 | 13947210.5322 | 22533962.6587 | -8586752.1265 |
Total P&L (%) | 1365.3126 | 1355.5618 | 9.7508 | 13947.2105 | 22533.9627 | -8586.7521 |
Avg Daily Profit (%) | 0.7332 | 0.7279 | 0.0052 | 0.2659 | 0.2916 | 0 |
Buy And Hold Return (%) | 8904.3521 | 8904.3521 | 8904.3521 | 8904.3521 | 8904.3521 | 8904.3521 |
Max Trade Drawdown | -62958 | -43512 | -89416 | -13014012 | -5694041 | -12311942 |
Profit Factor | 4.3654 | 9.2024 | 1.0406 | 1.4669 | 2.7304 | 0.4904 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 32 | 20 | 12 | 32 | 20 | 12 |
Losing Trades | 30 | 11 | 19 | 30 | 11 | 19 |
Profitability (%) | 51.6129 | 64.5161 | 38.7097 | 51.6129 | 64.5161 | 38.7097 |
Ratio Avg Win / Avg Loss | 4.0926 | 5.0613 | 1.6475 | 1.3752 | 1.5017 | 0.7765 |
Largest Winning Trade | 810092 | 810092 | 66925 | 14694046 | 14694046 | 3605847 |
Largest Losing Trade | -44120 | -43512 | -44120 | -5694041 | -5694041 | -4204216 |
Avg Bars in Trades | 167 | 166 | 168 | 167 | 166 | 168 |
Avg Bars in Winners | 215 | 181 | 271 | 215 | 181 | 271 |
Avg Bars in Losers | 116 | 138 | 102 | 116 | 138 | 102 |
Bars Traded | 10378 | 5163 | 5215 | 10378 | 5163 | 5215 |
Profit Streak | 0 | 225.632 | 0 | 0 | 225.632 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -304144 | -141883 | -530837 | -158366 | 479433 | -585208 |
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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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