Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1808916.4984 | 1803464.3298 | 5452.1686 | 14145878.8158 | 19349655.2345 | -5203776.4187 |
Total P&L (%) | 1808.9165 | 1803.4643 | 5.4522 | 14145.8788 | 19349.6552 | -5203.7764 |
Avg Daily Profit (%) | 0.9754 | 0.9725 | 0.0029 | 0.2678 | 0.2846 | 0 |
Buy And Hold Return (%) | 8349.0695 | 8349.0695 | 8349.0695 | 8349.0695 | 8349.0695 | 8349.0695 |
Max Trade Drawdown | -60785 | -66532 | -79482 | -8952238 | -4542240 | -6387858 |
Profit Factor | 5.6316 | 11.7411 | 1.0245 | 1.644 | 3.1557 | 0.5994 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 43.3333 | 46.6667 | 40 | 43.3333 | 46.6667 | 40 |
Ratio Avg Win / Avg Loss | 7.3644 | 13.4184 | 1.5367 | 2.1499 | 3.6066 | 0.8991 |
Largest Winning Trade | 1074114 | 1074114 | 59146 | 9441035 | 9441035 | 3728790 |
Largest Losing Trade | -49269 | -27377 | -49269 | -4542240 | -4542240 | -3216898 |
Avg Bars in Trades | 58 | 61 | 54 | 58 | 61 | 54 |
Avg Bars in Winners | 100 | 108 | 91 | 100 | 108 | 91 |
Avg Bars in Losers | 25 | 20 | 30 | 25 | 20 | 30 |
Bars Traded | 3490 | 1847 | 1643 | 3490 | 1847 | 1643 |
Profit Streak | 0 | 62.4506 | 0 | 0 | 62.4506 | 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 | -320293 | -144303 | -551080 | -173289 | 347411 | -584714 |
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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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