Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2622659.5849 | 2546709.8616 | 75949.7232 | 36809616.4138 | 32306126.1206 | 4503490.2932 |
Total P&L (%) | 2622.6596 | 2546.7099 | 75.9497 | 36809.6164 | 32306.1261 | 4503.4903 |
Avg Daily Profit (%) | 1.4121 | 1.3712 | 0.0409 | 0.3188 | 0.3117 | 0.2064 |
Buy And Hold Return (%) | 8975.3659 | 8975.3659 | 8975.3659 | 8975.3659 | 8975.3659 | 8975.3659 |
Max Trade Drawdown | -167598 | -106001 | -76424 | -15198740 | -11321065 | -8209722 |
Profit Factor | 7.6307 | 12.645 | 1.4295 | 1.7887 | 2.3965 | 1.1914 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 49.1803 | 46.6667 | 51.6129 | 49.1803 | 46.6667 | 51.6129 |
Ratio Avg Win / Avg Loss | 7.885 | 14.4514 | 1.3401 | 1.8484 | 2.7388 | 1.1169 |
Largest Winning Trade | 1773603 | 1773603 | 66107 | 10531847 | 10531847 | 7904350 |
Largest Losing Trade | -54712 | -54712 | -25681 | -8209722 | -5617512 | -8209722 |
Avg Bars in Trades | 118 | 121 | 114 | 118 | 121 | 114 |
Avg Bars in Winners | 178 | 202 | 157 | 178 | 202 | 157 |
Avg Bars in Losers | 59 | 50 | 69 | 59 | 50 | 69 |
Bars Traded | 7200 | 3645 | 3555 | 7200 | 3645 | 3555 |
Profit Streak | 0 | 215.4725 | 0 | 0 | 215.4725 | 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 | -309870 | -143956 | -303014 | -156005 | 381993 | -167558 |
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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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