Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2606163.7417 | 2597273.8058 | 8889.9359 | 9748111.1593 | 24424190.2639 | -14676079.1046 |
Total P&L (%) | 2606.1637 | 2597.2738 | 8.8899 | 9748.1112 | 24424.1903 | -14676.0791 |
Avg Daily Profit (%) | 1.2759 | 1.2715 | 0.0044 | 0.225 | 0.2697 | 0 |
Buy And Hold Return (%) | 3102.381 | 3102.381 | 3102.381 | 3102.381 | 3102.381 | 3102.381 |
Max Trade Drawdown | -102214 | -55151 | -98670 | -17452212 | -3233376 | -24703040 |
Profit Factor | 5.1851 | 10.2163 | 1.0261 | 1.186 | 2.6576 | 0.6103 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 44.6154 | 48.4848 | 40.625 | 44.6154 | 48.4848 | 40.625 |
Ratio Avg Win / Avg Loss | 6.4367 | 10.8548 | 1.4997 | 1.4723 | 2.8237 | 0.892 |
Largest Winning Trade | 1380571 | 1380571 | 78237 | 10352396 | 10352396 | 8710268 |
Largest Losing Trade | -56842 | -44152 | -56842 | -10540512 | -2621290 | -10540512 |
Avg Bars in Trades | 181 | 182 | 179 | 181 | 182 | 179 |
Avg Bars in Winners | 245 | 243 | 248 | 245 | 243 | 248 |
Avg Bars in Losers | 129 | 125 | 132 | 129 | 125 | 132 |
Bars Traded | 11780 | 6024 | 5756 | 11780 | 6024 | 5756 |
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 | -282639 | -144288 | -548302 | -148978 | 471204 | -584456 |
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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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