Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2199013.6042 | 2143947.65 | 55065.9541 | 24090700.5642 | 27362853.9431 | -3272153.379 |
Total P&L (%) | 2199.0136 | 2143.9477 | 55.066 | 24090.7006 | 27362.8539 | -3272.1534 |
Avg Daily Profit (%) | 1.1791 | 1.1496 | 0.0295 | 0.2947 | 0.3015 | 0 |
Buy And Hold Return (%) | 5589.0922 | 5589.0922 | 5589.0922 | 5589.0922 | 5589.0922 | 5589.0922 |
Max Trade Drawdown | -129065 | -76059 | -83677 | -16434100 | -6047926 | -10386173 |
Profit Factor | 6.506 | 12.9915 | 1.2496 | 1.6786 | 3.1539 | 0.8565 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 52.459 | 53.3333 | 51.6129 | 52.459 | 53.3333 | 51.6129 |
Ratio Avg Win / Avg Loss | 5.8961 | 11.3675 | 1.1715 | 1.5212 | 2.7597 | 0.8029 |
Largest Winning Trade | 1363868 | 1363868 | 66603 | 10366348 | 10366348 | 6037330 |
Largest Losing Trade | -46682 | -46682 | -32672 | -10386173 | -4353870 | -10386173 |
Avg Bars in Trades | 176 | 179 | 174 | 176 | 179 | 174 |
Avg Bars in Winners | 264 | 280 | 248 | 264 | 280 | 248 |
Avg Bars in Losers | 80 | 63 | 96 | 80 | 63 | 96 |
Bars Traded | 10796 | 5376 | 5420 | 10796 | 5376 | 5420 |
Profit Streak | 0 | 224.0703 | 0 | 0 | 224.0703 | 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 | -309435 | -142038 | -319270 | -155600 | 548927 | -580608 |
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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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