Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1217492.0475 | 1187618.3758 | 29873.6717 | 16049918.177 | 23708542.5477 | -7658624.3707 |
Total P&L (%) | 1217.492 | 1187.6184 | 29.8737 | 16049.9182 | 23708.5425 | -7658.6244 |
Avg Daily Profit (%) | 0.6561 | 0.64 | 0.0161 | 0.2744 | 0.2953 | 0 |
Buy And Hold Return (%) | 7251.4894 | 7251.4894 | 7251.4894 | 7251.4894 | 7251.4894 | 7251.4894 |
Max Trade Drawdown | -70972 | -90254 | -105768 | -7541169 | -6838731 | -9743812 |
Profit Factor | 3.3948 | 6.3926 | 1.1037 | 1.4192 | 2.8427 | 0.6987 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 55.0725 | 55.8824 | 54.2857 | 55.0725 | 55.8824 | 54.2857 |
Ratio Avg Win / Avg Loss | 2.7694 | 5.0468 | 0.9294 | 1.1578 | 2.2442 | 0.5884 |
Largest Winning Trade | 423959 | 423959 | 57238 | 9308275 | 9308275 | 4499256 |
Largest Losing Trade | -62031 | -34608 | -62031 | -4346049 | -3551945 | -4346049 |
Avg Bars in Trades | 102 | 113 | 92 | 102 | 113 | 92 |
Avg Bars in Winners | 132 | 139 | 125 | 132 | 139 | 125 |
Avg Bars in Losers | 65 | 80 | 52 | 65 | 80 | 52 |
Bars Traded | 7088 | 3862 | 3226 | 7088 | 3862 | 3226 |
Profit Streak | 0 | 155.3922 | 0 | 0 | 155.3922 | 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 | -252692 | -143741 | -444733 | -101323 | 472212 | -580232 |
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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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