Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1497202.481 | 1430939.2562 | 66263.2248 | 36278577.2597 | 37123492.3581 | -844915.0984 |
Total P&L (%) | 1497.2025 | 1430.9393 | 66.2632 | 36278.5773 | 37123.4924 | -844.9151 |
Avg Daily Profit (%) | 0.8026 | 0.7671 | 0.0355 | 0.3166 | 0.3178 | 0 |
Buy And Hold Return (%) | 6909.5701 | 6909.5701 | 6909.5701 | 6909.5701 | 6909.5701 | 6909.5701 |
Max Trade Drawdown | -67056 | -62334 | -108289 | -10078053 | -4371278 | -7246320 |
Profit Factor | 4.6463 | 8.9364 | 1.2877 | 2.1122 | 4.1857 | 0.9597 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Losing Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Profitability (%) | 39.1304 | 44.1176 | 34.2857 | 39.1304 | 44.1176 | 34.2857 |
Ratio Avg Win / Avg Loss | 7.2275 | 11.3194 | 2.4681 | 3.2857 | 5.3019 | 1.8394 |
Largest Winning Trade | 560259 | 560259 | 63930 | 14451499 | 14451499 | 9490056 |
Largest Losing Trade | -30042 | -29801 | -30042 | -4856139 | -2932999 | -4856139 |
Avg Bars in Trades | 104 | 105 | 103 | 104 | 105 | 103 |
Avg Bars in Winners | 204 | 209 | 197 | 204 | 209 | 197 |
Avg Bars in Losers | 40 | 23 | 54 | 40 | 23 | 54 |
Bars Traded | 7211 | 3594 | 3617 | 7211 | 3594 | 3617 |
Profit Streak | 0 | 156.236 | 0 | 0 | 156.236 | 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 | -255578 | -145705 | -316225 | -98619 | 497423 | -584121 |
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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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