Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2906533.425 | 2811271.9795 | 95261.4455 | 25251047.7365 | 27361786.0956 | -2110738.3591 |
Total P&L (%) | 2906.5334 | 2811.272 | 95.2614 | 25251.0477 | 27361.7861 | -2110.7384 |
Avg Daily Profit (%) | 1.4229 | 1.3763 | 0.0466 | 0.2714 | 0.2753 | 0 |
Buy And Hold Return (%) | 3117.1113 | 3117.1113 | 3117.1113 | 3117.1113 | 3117.1113 | 3117.1113 |
Max Trade Drawdown | -108034 | -85095 | -50141 | -20952853 | -15388968 | -11003045 |
Profit Factor | 6.6671 | 8.8226 | 1.6206 | 1.5089 | 1.8862 | 0.8874 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 50.7042 | 51.4286 | 50 | 50.7042 | 51.4286 | 50 |
Ratio Avg Win / Avg Loss | 6.4819 | 8.3324 | 1.6206 | 1.467 | 1.7814 | 0.8874 |
Largest Winning Trade | 1709877 | 1709877 | 70296 | 13896333 | 13896333 | 3971633 |
Largest Losing Trade | -69768 | -69768 | -18861 | -12992276 | -12992276 | -4508584 |
Avg Bars in Trades | 153 | 251 | 57 | 153 | 251 | 57 |
Avg Bars in Winners | 207 | 336 | 77 | 207 | 336 | 77 |
Avg Bars in Losers | 97 | 161 | 37 | 97 | 161 | 37 |
Bars Traded | 10879 | 8814 | 2065 | 10879 | 8814 | 2065 |
Profit Streak | 0 | 432.0237 | 0 | 0 | 432.0237 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -234729 | -142822 | -293336 | -81178 | 468806 | -580780 |
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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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