Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2796015.9828 | 2734904.2186 | 61111.7643 | 45368085.2878 | 55018289.3966 | -9650204.1088 |
Total P&L (%) | 2796.016 | 2734.9042 | 61.1118 | 45368.0853 | 55018.2894 | -9650.2041 |
Avg Daily Profit (%) | 1.5081 | 1.4751 | 0.033 | 0.3306 | 0.341 | 0 |
Buy And Hold Return (%) | 9493.0205 | 9493.0205 | 9493.0205 | 9493.0205 | 9493.0205 | 9493.0205 |
Max Trade Drawdown | -47549 | -59797 | -51860 | -18833204 | -6993603 | -18805786 |
Profit Factor | 11.1523 | 22.3419 | 1.415 | 1.6719 | 2.9446 | 0.754 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 22 | 12 | 10 | 22 | 12 | 10 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 36.6667 | 40 | 33.3333 | 36.6667 | 40 | 33.3333 |
Ratio Avg Win / Avg Loss | 19.263 | 33.5129 | 2.83 | 2.8879 | 4.4169 | 1.508 |
Largest Winning Trade | 2058419 | 2058419 | 59257 | 36217231 | 36217231 | 16165012 |
Largest Losing Trade | -47549 | -47549 | -16652 | -5830462 | -5830462 | -5406399 |
Avg Bars in Trades | 55 | 66 | 45 | 55 | 66 | 45 |
Avg Bars in Winners | 111 | 122 | 97 | 111 | 122 | 97 |
Avg Bars in Losers | 23 | 28 | 19 | 23 | 28 | 19 |
Bars Traded | 3354 | 1982 | 1371 | 3354 | 1982 | 1371 |
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 | -322431 | -147433 | -319266 | -168171 | 364572 | -584529 |
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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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