Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 9571412.8796 | 9640417.5559 | -69004.6763 | 2074782.7361 | 4562960.0118 | -2488177.2757 |
Total P&L (%) | 9571.4129 | 9640.4176 | -69.0047 | 2074.7827 | 4562.96 | -2488.1773 |
Avg Daily Profit (%) | 5.157 | 5.1942 | -0.0372 | 0.1661 | 0.2072 | 0 |
Buy And Hold Return (%) | 6141.0688 | 6141.0688 | 6141.0688 | 6141.0688 | 6141.0688 | 6141.0688 |
Max Trade Drawdown | -280289 | -236520 | -86194 | -7875636 | -5781278 | -2505043 |
Profit Factor | 18.2772 | 25.6257 | 0.5754 | 1.1834 | 1.5869 | 0.2971 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 37.6623 | 34.2105 | 41.0256 | 37.6623 | 34.2105 | 41.0256 |
Ratio Avg Win / Avg Loss | 30.2519 | 49.2802 | 0.8271 | 1.9587 | 3.0517 | 0.427 |
Largest Winning Trade | 9200573 | 9200573 | 11285 | 8020495 | 8020495 | 284300 |
Largest Losing Trade | -56413 | -56413 | -13895 | -1845627 | -1845627 | -885924 |
Avg Bars in Trades | 68 | 131 | 6 | 68 | 131 | 6 |
Avg Bars in Winners | 121 | 262 | 7 | 121 | 262 | 7 |
Avg Bars in Losers | 35 | 63 | 6 | 35 | 63 | 6 |
Bars Traded | 5246 | 4991 | 255 | 5246 | 4991 | 255 |
Profit Streak | 0 | 179.7466 | 0 | 0 | 179.7466 | 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 | -36435 | 357998 | -583969 | -226815 | -159501 | -583969 |
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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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