Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2689336.0361 | 2530758.3713 | 158577.6647 | 12013285.3594 | 17869840.339 | -5856554.9796 |
Total P&L (%) | 2689.336 | 2530.7584 | 158.5777 | 12013.2854 | 17869.8403 | -5856.555 |
Avg Daily Profit (%) | 1.209 | 1.1377 | 0.0713 | 0.2159 | 0.2336 | 0 |
Buy And Hold Return (%) | 631.3407 | 631.3407 | 631.3407 | 631.3407 | 631.3407 | 631.3407 |
Max Trade Drawdown | -197580 | -105741 | -134167 | -70825328 | -23241556 | -57129153 |
Profit Factor | 5.0973 | 9.2256 | 1.4548 | 1.0702 | 1.2582 | 0.9426 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 62 | 33 | 29 | 62 | 33 | 29 |
Losing Trades | 64 | 30 | 34 | 64 | 30 | 34 |
Profitability (%) | 49.2063 | 52.381 | 46.0317 | 49.2063 | 52.381 | 46.0317 |
Ratio Avg Win / Avg Loss | 5.2617 | 8.3869 | 1.7056 | 1.1047 | 1.1438 | 1.1051 |
Largest Winning Trade | 2333654 | 2333654 | 48004 | 25625846 | 25625846 | 14858253 |
Largest Losing Trade | -31746 | -31746 | -30669 | -17542891 | -9186203 | -17542891 |
Avg Bars in Trades | 67 | 67 | 68 | 67 | 67 | 68 |
Avg Bars in Winners | 93 | 89 | 98 | 93 | 89 | 98 |
Avg Bars in Losers | 42 | 43 | 42 | 42 | 43 | 42 |
Bars Traded | 8548 | 4260 | 4288 | 8548 | 4260 | 4288 |
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 | 699169 | -126599 | -409617 | -135137 | -138218 | -727334 |
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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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