Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2315025.5375 | 2241402.25 | 73623.2875 | 47649689.0753 | 64312947.891 | -16663258.8157 |
Total P&L (%) | 2315.0255 | 2241.4023 | 73.6233 | 47649.6891 | 64312.9479 | -16663.2588 |
Avg Daily Profit (%) | 1.2423 | 1.2028 | 0.0395 | 0.3316 | 0.3477 | 0 |
Buy And Hold Return (%) | 7458.455 | 7458.455 | 7458.455 | 7458.455 | 7458.455 | 7458.455 |
Max Trade Drawdown | -89521 | -62663 | -59777 | -40514244 | -19353719 | -25648375 |
Profit Factor | 7.8448 | 14.708 | 1.4214 | 1.7141 | 3.2445 | 0.5623 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 38.9831 | 41.3793 | 36.6667 | 38.9831 | 41.3793 | 36.6667 |
Ratio Avg Win / Avg Loss | 12.2788 | 20.8363 | 2.4552 | 2.683 | 4.5964 | 0.9712 |
Largest Winning Trade | 1481786 | 1481786 | 61989 | 35654607 | 35654607 | 10876069 |
Largest Losing Trade | -37821 | -28150 | -37821 | -15834652 | -11792067 | -15834652 |
Avg Bars in Trades | 122 | 125 | 119 | 122 | 125 | 119 |
Avg Bars in Winners | 224 | 247 | 198 | 224 | 247 | 198 |
Avg Bars in Losers | 56 | 38 | 73 | 56 | 38 | 73 |
Bars Traded | 7207 | 3628 | 3579 | 7207 | 3628 | 3579 |
Profit Streak | 0 | 224.7571 | 0 | 0 | 224.7571 | 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 | -327761 | -146167 | -309202 | -172058 | 470452 | -586010 |
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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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