Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1480947.1737 | 1345369.4902 | 135577.6835 | 17433008.9222 | 25622961.8935 | -8189952.9713 |
Total P&L (%) | 1480.9472 | 1345.3695 | 135.5777 | 17433.0089 | 25622.9619 | -8189.953 |
Avg Daily Profit (%) | 0.6745 | 0.6128 | 0.0618 | 0.2356 | 0.2531 | 0 |
Buy And Hold Return (%) | 565.159 | 565.159 | 565.159 | 565.159 | 565.159 | 565.159 |
Max Trade Drawdown | -108907 | -70091 | -48748 | -31351449 | -17642668 | -14217431 |
Profit Factor | 4.6441 | 6.4333 | 1.8539 | 1.4194 | 2.0208 | 0.5026 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 40.3226 | 35.4839 | 45.1613 | 40.3226 | 35.4839 | 45.1613 |
Ratio Avg Win / Avg Loss | 6.8733 | 11.6969 | 2.2512 | 2.1007 | 3.6742 | 0.6103 |
Largest Winning Trade | 668371 | 668371 | 64922 | 35196818 | 35196818 | 1959557 |
Largest Losing Trade | -31974 | -31974 | -28108 | -11082809 | -10552905 | -11082809 |
Avg Bars in Trades | 137 | 121 | 154 | 137 | 121 | 154 |
Avg Bars in Winners | 208 | 201 | 214 | 208 | 201 | 214 |
Avg Bars in Losers | 89 | 77 | 104 | 89 | 77 | 104 |
Bars Traded | 8542 | 3762 | 4780 | 8542 | 3762 | 4780 |
Profit Streak | 0 | 0 | 84.268 | 0 | 0 | 84.268 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146361 | 362047 | -274092 | -152274 | 239289 | -582141 |
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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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