Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1451904.6844 | 1405179.1762 | 46725.5081 | 21907796.6008 | 25394087.6765 | -3486291.0757 |
Total P&L (%) | 1451.9047 | 1405.1792 | 46.7255 | 21907.7966 | 25394.0877 | -3486.2911 |
Avg Daily Profit (%) | 0.7814 | 0.7563 | 0.0251 | 0.2907 | 0.2987 | 0 |
Buy And Hold Return (%) | 8578.6029 | 8578.6029 | 8578.6029 | 8578.6029 | 8578.6029 | 8578.6029 |
Max Trade Drawdown | -86282 | -31226 | -111386 | -12437135 | -6660382 | -8894587 |
Profit Factor | 4.3072 | 10.0983 | 1.1642 | 1.8271 | 3.4044 | 0.7811 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 59.4203 | 58.8235 | 60 | 59.4203 | 58.8235 | 60 |
Ratio Avg Win / Avg Loss | 2.9415 | 7.0688 | 0.7761 | 1.2478 | 2.3831 | 0.5207 |
Largest Winning Trade | 569026 | 569026 | 62147 | 12822098 | 12822098 | 4179298 |
Largest Losing Trade | -55442 | -33837 | -55442 | -4828533 | -4828533 | -3059090 |
Avg Bars in Trades | 77 | 80 | 74 | 77 | 80 | 74 |
Avg Bars in Winners | 94 | 105 | 83 | 94 | 105 | 83 |
Avg Bars in Losers | 52 | 43 | 62 | 52 | 43 | 62 |
Bars Traded | 5347 | 2724 | 2622 | 5347 | 2724 | 2622 |
Profit Streak | 0 | 209.028 | 0 | 0 | 209.028 | 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 | -250262 | -142354 | -365347 | -97117 | 516501 | -579491 |
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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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