Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1850969.3733 | 1851903.0042 | -933.6309 | 13520532.6227 | 17225937.9508 | -3705405.3281 |
Total P&L (%) | 1850.9694 | 1851.903 | -0.9336 | 13520.5326 | 17225.938 | -3705.4053 |
Avg Daily Profit (%) | 0.9962 | 0.9967 | -0.0005 | 0.2648 | 0.2778 | 0 |
Buy And Hold Return (%) | 6905.7037 | 6905.7037 | 6905.7037 | 6905.7037 | 6905.7037 | 6905.7037 |
Max Trade Drawdown | -87452 | -34442 | -81173 | -9125257 | -4505843 | -5891102 |
Profit Factor | 5.1719 | 14.0532 | 0.9969 | 1.6964 | 3.3596 | 0.6941 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Losing Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Profitability (%) | 46.9697 | 51.5152 | 42.4242 | 46.9697 | 51.5152 | 42.4242 |
Ratio Avg Win / Avg Loss | 5.8392 | 13.2265 | 1.3529 | 1.9153 | 3.1619 | 0.942 |
Largest Winning Trade | 1057456 | 1057456 | 65993 | 7458514 | 7458514 | 3514796 |
Largest Losing Trade | -66049 | -23680 | -66049 | -3668612 | -3651263 | -3668612 |
Avg Bars in Trades | 52 | 53 | 51 | 52 | 53 | 51 |
Avg Bars in Winners | 81 | 84 | 79 | 81 | 84 | 79 |
Avg Bars in Losers | 26 | 20 | 31 | 26 | 20 | 31 |
Bars Traded | 3469 | 1758 | 1711 | 3469 | 1758 | 1711 |
Profit Streak | 0 | 222.2548 | 0 | 0 | 222.2548 | 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 | -274476 | -142767 | -582082 | -125319 | 456477 | -583748 |
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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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