Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 10664432.3765 | 10705243.3663 | -40810.9897 | 3781647.4595 | 5460143.7631 | -1678496.3036 |
Total P&L (%) | 10664.4324 | 10705.2434 | -40.811 | 3781.6475 | 5460.1438 | -1678.4963 |
Avg Daily Profit (%) | 5.7205 | 5.7424 | -0.0219 | 0.1965 | 0.2158 | 0 |
Buy And Hold Return (%) | 6702.2191 | 6702.2191 | 6702.2191 | 6702.2191 | 6702.2191 | 6702.2191 |
Max Trade Drawdown | -258520 | -222355 | -56738 | -8066131 | -6716082 | -1852611 |
Profit Factor | 23.2307 | 30.0078 | 0.6312 | 1.3046 | 1.5562 | 0.3534 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 40.5797 | 41.1765 | 40 | 40.5797 | 41.1765 | 40 |
Ratio Avg Win / Avg Loss | 34.0163 | 42.8683 | 0.9469 | 1.9104 | 2.2231 | 0.5301 |
Largest Winning Trade | 10114358 | 10114358 | 12235 | 8264569 | 8264569 | 180038 |
Largest Losing Trade | -57900 | -57900 | -11176 | -2155536 | -2155536 | -576273 |
Avg Bars in Trades | 101 | 198 | 7 | 101 | 198 | 7 |
Avg Bars in Winners | 169 | 332 | 6 | 169 | 332 | 6 |
Avg Bars in Losers | 54 | 103 | 7 | 54 | 103 | 7 |
Bars Traded | 6989 | 6732 | 257 | 6989 | 6732 | 257 |
Profit Streak | 0 | 169.3237 | 0 | 0 | 169.3237 | 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 | -95083 | 447024 | -584398 | -266488 | -157325 | -584398 |
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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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