Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3483086.1706 | 3367477.6507 | 115608.5199 | 89048107.7617 | 70849498.1095 | 18198609.6522 |
Total P&L (%) | 3483.0862 | 3367.4777 | 115.6085 | 89048.1078 | 70849.4981 | 18198.6097 |
Avg Daily Profit (%) | 1.8669 | 1.805 | 0.062 | 0.3648 | 0.3525 | 0.2796 |
Buy And Hold Return (%) | 9499.5586 | 9499.5586 | 9499.5586 | 9499.5586 | 9499.5586 | 9499.5586 |
Max Trade Drawdown | -115980 | -106030 | -46641 | -19311700 | -15164610 | -13252516 |
Profit Factor | 11.1703 | 14.9201 | 2.1496 | 2.219 | 2.5682 | 1.653 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 24 | 14 | 10 | 24 | 14 | 10 |
Profitability (%) | 59.322 | 51.7241 | 66.6667 | 59.322 | 51.7241 | 66.6667 |
Ratio Avg Win / Avg Loss | 7.6596 | 13.9255 | 1.0748 | 1.5216 | 2.397 | 0.8265 |
Largest Winning Trade | 2280840 | 2280840 | 42970 | 40001321 | 40001321 | 10678724 |
Largest Losing Trade | -54352 | -54352 | -35555 | -15164610 | -15164610 | -7870204 |
Avg Bars in Trades | 87 | 149 | 26 | 87 | 149 | 26 |
Avg Bars in Winners | 107 | 214 | 27 | 107 | 214 | 27 |
Avg Bars in Losers | 56 | 80 | 23 | 56 | 80 | 23 |
Bars Traded | 5133 | 4347 | 786 | 5133 | 4347 | 786 |
Profit Streak | 0 | 90.704 | 0 | 0 | 90.704 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -321448 | -142484 | -270594 | -164622 | 538732 | 144399 |
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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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