Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2067654.6525 | 2054661.2888 | 12993.3637 | 12891127.5663 | 17151481.1767 | -4260353.6104 |
Total P&L (%) | 2067.6547 | 2054.6613 | 12.9934 | 12891.1276 | 17151.4812 | -4260.3536 |
Avg Daily Profit (%) | 1.1106 | 1.1037 | 0.007 | 0.2618 | 0.277 | 0 |
Buy And Hold Return (%) | 7550.3388 | 7550.3388 | 7550.3388 | 7550.3388 | 7550.3388 | 7550.3388 |
Max Trade Drawdown | -95926 | -64953 | -81931 | -7842885 | -4287742 | -9166741 |
Profit Factor | 6.6719 | 13.4659 | 1.0651 | 1.5348 | 2.5413 | 0.6717 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Profitability (%) | 50.8197 | 53.3333 | 48.3871 | 50.8197 | 53.3333 | 48.3871 |
Ratio Avg Win / Avg Loss | 6.4566 | 11.7826 | 1.1361 | 1.4853 | 2.2237 | 0.7164 |
Largest Winning Trade | 1368303 | 1368303 | 63193 | 8980812 | 8980812 | 2531221 |
Largest Losing Trade | -59920 | -59920 | -43261 | -4138128 | -4138128 | -3919664 |
Avg Bars in Trades | 88 | 87 | 89 | 88 | 87 | 89 |
Avg Bars in Winners | 119 | 130 | 108 | 119 | 130 | 108 |
Avg Bars in Losers | 56 | 38 | 72 | 56 | 38 | 72 |
Bars Traded | 5407 | 2628 | 2779 | 5407 | 2628 | 2779 |
Profit Streak | 0 | 219.2364 | 0 | 0 | 219.2364 | 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 | -309707 | -142460 | -498910 | -164648 | 353593 | -581445 |
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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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