Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1762648.6034 | 1768998.8123 | -6350.2089 | 48005.8613 | 12445246.5134 | -12397240.652 |
Total P&L (%) | 1762.6486 | 1768.9988 | -6.3502 | 48.0059 | 12445.2465 | -12397.2407 |
Avg Daily Profit (%) | 0.9833 | 0.9869 | -0.0035 | 0.0219 | 0.2699 | 0 |
Buy And Hold Return (%) | 297.3818 | 297.3818 | 297.3818 | 297.3818 | 297.3818 | 297.3818 |
Max Trade Drawdown | -280674 | -232818 | -105529 | -17200202 | -4963614 | -13145331 |
Profit Factor | 3.52 | 6.2478 | 0.9825 | 1.0023 | 3.3672 | 0.2148 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Profitability (%) | 52.459 | 45.1613 | 60 | 52.459 | 45.1613 | 60 |
Ratio Avg Win / Avg Loss | 3.19 | 7.5866 | 0.655 | 0.9083 | 4.0888 | 0.1432 |
Largest Winning Trade | 1609908 | 1609908 | 55098 | 16302993 | 16302993 | 1515439 |
Largest Losing Trade | -75902 | -46065 | -75902 | -13142935 | -2844226 | -13142935 |
Avg Bars in Trades | 111 | 123 | 98 | 111 | 123 | 98 |
Avg Bars in Winners | 120 | 121 | 119 | 120 | 121 | 119 |
Avg Bars in Losers | 102 | 126 | 68 | 102 | 126 | 68 |
Bars Traded | 6810 | 3842 | 2968 | 6810 | 3842 | 2968 |
Profit Streak | 0 | 0 | 155.0085 | 0 | 0 | 155.0085 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146361 | 692418 | -578565 | -714781 | 473488 | -578565 |
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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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