Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2456570.3985 | 2354358.724 | 102211.6745 | 75070946.2954 | 57806530.4522 | 17264415.8432 |
Total P&L (%) | 2456.5704 | 2354.3587 | 102.2117 | 75070.9463 | 57806.5305 | 17264.4158 |
Avg Daily Profit (%) | 1.3193 | 1.2644 | 0.0549 | 0.3563 | 0.3422 | 0.2773 |
Buy And Hold Return (%) | 9030.7393 | 9030.7393 | 9030.7393 | 9030.7393 | 9030.7393 | 9030.7393 |
Max Trade Drawdown | -128045 | -80272 | -66749 | -10821689 | -8229894 | -10551744 |
Profit Factor | 8.7989 | 16.0612 | 1.6442 | 2.8781 | 4.3989 | 1.7518 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Profitability (%) | 49.1525 | 51.7241 | 46.6667 | 49.1525 | 51.7241 | 46.6667 |
Ratio Avg Win / Avg Loss | 9.1023 | 14.9905 | 1.8791 | 2.9774 | 4.1056 | 2.0021 |
Largest Winning Trade | 1568149 | 1568149 | 67918 | 15294167 | 14319635 | 15294167 |
Largest Losing Trade | -51786 | -51786 | -32354 | -10551744 | -6946378 | -10551744 |
Avg Bars in Trades | 183 | 186 | 179 | 183 | 186 | 179 |
Avg Bars in Winners | 275 | 301 | 247 | 275 | 301 | 247 |
Avg Bars in Losers | 94 | 63 | 120 | 94 | 63 | 120 |
Bars Traded | 10810 | 5417 | 5393 | 10810 | 5417 | 5393 |
Profit Streak | 0 | 220.7626 | 0 | 0 | 220.7626 | 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 | -323462 | -142537 | -283623 | -164960 | 624631 | 115163 |
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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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