Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1506044.4291 | 1442109.4059 | 63935.0231 | 47678721.9054 | 50562368.8872 | -2883646.9818 |
Total P&L (%) | 1506.0444 | 1442.1094 | 63.935 | 47678.7219 | 50562.3689 | -2883.647 |
Avg Daily Profit (%) | 0.8107 | 0.7763 | 0.0344 | 0.3326 | 0.3358 | 0 |
Buy And Hold Return (%) | 10201.2879 | 10201.2879 | 10201.2879 | 10201.2879 | 10201.2879 | 10201.2879 |
Max Trade Drawdown | -73960 | -46269 | -71476 | -20932395 | -10705476 | -10772728 |
Profit Factor | 5.1537 | 10.3199 | 1.3076 | 1.9739 | 3.4815 | 0.8991 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Losing Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Profitability (%) | 43.5484 | 48.3871 | 38.7097 | 43.5484 | 48.3871 | 38.7097 |
Ratio Avg Win / Avg Loss | 6.6807 | 11.0079 | 2.0704 | 2.5587 | 3.7135 | 1.4236 |
Largest Winning Trade | 515311 | 515311 | 61513 | 21017313 | 21017313 | 10857915 |
Largest Losing Trade | -27873 | -27873 | -26097 | -9644790 | -9520508 | -9644790 |
Avg Bars in Trades | 84 | 87 | 80 | 84 | 87 | 80 |
Avg Bars in Winners | 149 | 160 | 135 | 149 | 160 | 135 |
Avg Bars in Losers | 33 | 19 | 46 | 33 | 19 | 46 |
Bars Traded | 5221 | 2720 | 2501 | 5221 | 2720 | 2501 |
Profit Streak | 0 | 211.045 | 0 | 0 | 211.045 | 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 | -305981 | -143977 | -315883 | -149988 | 532578 | -583541 |
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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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