Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3160103.0025 | 3103659.7998 | 56443.2027 | 5128760.3833 | 13577276.8257 | -8448516.4424 |
Total P&L (%) | 3160.103 | 3103.6598 | 56.4432 | 5128.7604 | 13577.2768 | -8448.5164 |
Avg Daily Profit (%) | 1.5464 | 1.5188 | 0.0276 | 0.1938 | 0.241 | 0 |
Buy And Hold Return (%) | 3066.1385 | 3066.1385 | 3066.1385 | 3066.1385 | 3066.1385 | 3066.1385 |
Max Trade Drawdown | -185940 | -68336 | -169555 | -9604622 | -1767790 | -9233968 |
Profit Factor | 6.4749 | 13.6874 | 1.1697 | 1.2468 | 3.1116 | 0.4115 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Profitability (%) | 52.5424 | 50 | 55.1724 | 52.5424 | 50 | 55.1724 |
Ratio Avg Win / Avg Loss | 5.8483 | 13.6874 | 0.9504 | 1.1261 | 3.1116 | 0.3343 |
Largest Winning Trade | 1299440 | 1299440 | 81045 | 9042342 | 9042342 | 1273007 |
Largest Losing Trade | -95801 | -46656 | -95801 | -5713712 | -1650950 | -5713712 |
Avg Bars in Trades | 65 | 64 | 66 | 65 | 64 | 66 |
Avg Bars in Winners | 91 | 97 | 85 | 91 | 97 | 85 |
Avg Bars in Losers | 37 | 31 | 43 | 37 | 31 | 43 |
Bars Traded | 3862 | 1929 | 1932 | 3862 | 1929 | 1932 |
Profit Streak | 329.6835 | 333.6835 | 0 | 329.6835 | 333.6835 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -312484 | -139112 | -356648 | -179910 | 469125 | -580162 |
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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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