Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1414800.0973 | 1373358.6462 | 41441.4511 | 32856677.0503 | 43110430.6298 | -10253753.5796 |
Total P&L (%) | 1414.8001 | 1373.3586 | 41.4415 | 32856.6771 | 43110.4306 | -10253.7536 |
Avg Daily Profit (%) | 0.7615 | 0.7392 | 0.0223 | 0.3125 | 0.3272 | 0 |
Buy And Hold Return (%) | 9517.988 | 9517.988 | 9517.988 | 9517.988 | 9517.988 | 9517.988 |
Max Trade Drawdown | -66842 | -42146 | -52381 | -23012861 | -12153514 | -13978171 |
Profit Factor | 5.0697 | 12.2882 | 1.1834 | 1.6586 | 3.3443 | 0.6745 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Losing Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Profitability (%) | 41.9355 | 48.3871 | 35.4839 | 41.9355 | 48.3871 | 35.4839 |
Ratio Avg Win / Avg Loss | 7.0196 | 13.1075 | 2.1516 | 2.2965 | 3.5672 | 1.2264 |
Largest Winning Trade | 515530 | 515530 | 62098 | 22881370 | 22881370 | 9647797 |
Largest Losing Trade | -30962 | -27377 | -30962 | -11328212 | -11328212 | -9304150 |
Avg Bars in Trades | 56 | 58 | 53 | 56 | 58 | 53 |
Avg Bars in Winners | 100 | 102 | 96 | 100 | 102 | 96 |
Avg Bars in Losers | 24 | 16 | 30 | 24 | 16 | 30 |
Bars Traded | 3481 | 1808 | 1673 | 3481 | 1808 | 1673 |
Profit Streak | 0 | 216.7452 | 0 | 0 | 216.7452 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -307008 | -143912 | -352220 | -152482 | 520487 | -584796 |
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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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