Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1272704.601 | 1276673.9409 | -3969.3399 | 9636483.9882 | 15338396.8251 | -5701912.8369 |
Total P&L (%) | 1272.7046 | 1276.6739 | -3.9693 | 9636.484 | 15338.3968 | -5701.9128 |
Avg Daily Profit (%) | 0.6811 | 0.6833 | -0.0021 | 0.2453 | 0.2701 | 0 |
Buy And Hold Return (%) | 8620.4331 | 8620.4331 | 8620.4331 | 8620.4331 | 8620.4331 | 8620.4331 |
Max Trade Drawdown | -87853 | -44646 | -139575 | -6456780 | -3155765 | -11938371 |
Profit Factor | 3.8534 | 11.6753 | 0.9878 | 1.4061 | 3.1707 | 0.6578 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Losing Trades | 26 | 10 | 16 | 26 | 10 | 16 |
Profitability (%) | 55.1724 | 65.5172 | 44.8276 | 55.1724 | 65.5172 | 44.8276 |
Ratio Avg Win / Avg Loss | 3.1309 | 6.1449 | 1.2158 | 1.1424 | 1.6688 | 0.8096 |
Largest Winning Trade | 460939 | 460939 | 65514 | 8877211 | 8877211 | 2751997 |
Largest Losing Trade | -62495 | -27419 | -62495 | -3706612 | -2109355 | -3706612 |
Avg Bars in Trades | 120 | 130 | 109 | 120 | 130 | 109 |
Avg Bars in Winners | 151 | 165 | 131 | 151 | 165 | 131 |
Avg Bars in Losers | 81 | 64 | 92 | 81 | 64 | 92 |
Bars Traded | 6972 | 3792 | 3180 | 6972 | 3792 | 3180 |
Profit Streak | 0 | 174.8292 | 0 | 0 | 174.8292 | 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 | -325502 | -141769 | -581177 | -298780 | 347321 | -582844 |
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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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