Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1913639.8874 | 1865255.0432 | 48384.8442 | 38039379.877 | 63674122.7423 | -25634742.8653 |
Total P&L (%) | 1913.6399 | 1865.255 | 48.3848 | 38039.3799 | 63674.1227 | -25634.7429 |
Avg Daily Profit (%) | 1.0246 | 0.9987 | 0.0259 | 0.3188 | 0.3464 | 0 |
Buy And Hold Return (%) | 9768.0956 | 9768.0956 | 9768.0956 | 9768.0956 | 9768.0956 | 9768.0956 |
Max Trade Drawdown | -78647 | -34001 | -62469 | -38081123 | -17906257 | -31989918 |
Profit Factor | 7.3357 | 17.7111 | 1.2541 | 1.5107 | 3.326 | 0.4558 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 23 | 15 | 8 | 23 | 15 | 8 |
Losing Trades | 39 | 16 | 23 | 39 | 16 | 23 |
Profitability (%) | 37.0968 | 48.3871 | 25.8065 | 37.0968 | 48.3871 | 25.8065 |
Ratio Avg Win / Avg Loss | 12.4387 | 18.8918 | 3.6055 | 2.5617 | 3.5477 | 1.3105 |
Largest Winning Trade | 1122207 | 1122207 | 63824 | 40830332 | 40830332 | 12053082 |
Largest Losing Trade | -27932 | -20918 | -27932 | -11044141 | -11044141 | -8710214 |
Avg Bars in Trades | 84 | 88 | 79 | 84 | 88 | 79 |
Avg Bars in Winners | 155 | 154 | 156 | 155 | 154 | 156 |
Avg Bars in Losers | 42 | 27 | 52 | 42 | 27 | 52 |
Bars Traded | 5212 | 2750 | 2462 | 5212 | 2750 | 2462 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -307684 | -144578 | -349427 | -154576 | 527754 | -605411 |
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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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