Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 11635682.4222 | 11654507.9132 | -18825.491 | 2696154.6559 | 2391486.8478 | 304667.8081 |
Total P&L (%) | 11635.6824 | 11654.5079 | -18.8255 | 2696.1547 | 2391.4868 | 304.6678 |
Avg Daily Profit (%) | 5.926 | 5.9356 | -0.0096 | 0.1698 | 0.1639 | 0.0712 |
Buy And Hold Return (%) | 1969.8309 | 1969.8309 | 1969.8309 | 1969.8309 | 1969.8309 | 1969.8309 |
Max Trade Drawdown | -107932 | -107751 | -30971 | -4736285 | -4761559 | -651649 |
Profit Factor | 31.8777 | 44.5542 | 0.8277 | 1.3154 | 1.3378 | 1.2073 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 21 | 9 | 12 | 21 | 9 | 12 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 33.3333 | 29.0323 | 37.5 | 33.3333 | 29.0323 | 37.5 |
Ratio Avg Win / Avg Loss | 63.7553 | 108.9102 | 1.3795 | 2.6307 | 3.2701 | 2.0122 |
Largest Winning Trade | 11672259 | 11672259 | 24535 | 6444693 | 6444693 | 432706 |
Largest Losing Trade | -36259 | -36259 | -23412 | -1869542 | -1869542 | -651649 |
Avg Bars in Trades | 115 | 229 | 4 | 115 | 229 | 4 |
Avg Bars in Winners | 203 | 467 | 5 | 203 | 467 | 5 |
Avg Bars in Losers | 71 | 132 | 3 | 71 | 132 | 3 |
Bars Traded | 7266 | 7121 | 145 | 7266 | 7121 | 145 |
Profit Streak | 0 | 448.9891 | 0 | 0 | 448.9891 | 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 | -134015 | 441058 | -583727 | -199754 | -101525 | -267612 |
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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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