Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1834770.4118 | 1826290.5909 | 8479.8209 | 15428288.3876 | 30406977.3766 | -14978688.989 |
Total P&L (%) | 1834.7704 | 1826.2906 | 8.4798 | 15428.2884 | 30406.9774 | -14978.689 |
Avg Daily Profit (%) | 0.9829 | 0.9784 | 0.0045 | 0.2706 | 0.3069 | 0 |
Buy And Hold Return (%) | 10359.836 | 10359.836 | 10359.836 | 10359.836 | 10359.836 | 10359.836 |
Max Trade Drawdown | -86759 | -36561 | -83620 | -18211592 | -6963009 | -18904832 |
Profit Factor | 6.1315 | 14.1024 | 1.0389 | 1.4045 | 3.3271 | 0.4027 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 22 | 13 | 9 | 22 | 13 | 9 |
Losing Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Profitability (%) | 35.4839 | 41.9355 | 29.0323 | 35.4839 | 41.9355 | 29.0323 |
Ratio Avg Win / Avg Loss | 11.1482 | 19.5264 | 2.5395 | 2.5536 | 4.6068 | 0.9843 |
Largest Winning Trade | 1122207 | 1122207 | 61052 | 20901591 | 20901591 | 4076263 |
Largest Losing Trade | -40660 | -28292 | -40660 | -6196366 | -2986171 | -6196366 |
Avg Bars in Trades | 84 | 89 | 78 | 84 | 89 | 78 |
Avg Bars in Winners | 160 | 172 | 142 | 160 | 172 | 142 |
Avg Bars in Losers | 42 | 29 | 52 | 42 | 29 | 52 |
Bars Traded | 5208 | 2774 | 2434 | 5208 | 2774 | 2434 |
Profit Streak | 0 | 100.7856 | 0 | 0 | 100.7856 | 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 | -308347 | -146544 | -541269 | -167517 | 343020 | -592860 |
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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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