Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1531612.9995 | 1355846.9693 | 175766.0301 | 29553601.7582 | 8653485.5978 | 20900116.1604 |
Total P&L (%) | 1531.613 | 1355.847 | 175.766 | 29553.6018 | 8653.4856 | 20900.1162 |
Avg Daily Profit (%) | 0.6122 | 0.542 | 0.0703 | 0.2278 | 0.1789 | 0.214 |
Buy And Hold Return (%) | 428.7491 | 428.7491 | 428.7491 | 428.7491 | 428.7491 | 428.7491 |
Max Trade Drawdown | -68703 | -44489 | -58502 | -24422029 | -18724809 | -13274061 |
Profit Factor | 5.5359 | 9.6772 | 1.9689 | 1.4148 | 1.1946 | 1.7805 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 46.7742 | 45.1613 | 48.3871 | 46.7742 | 45.1613 | 48.3871 |
Ratio Avg Win / Avg Loss | 6.2995 | 11.7509 | 2.1001 | 1.61 | 1.4506 | 1.8992 |
Largest Winning Trade | 855288 | 855288 | 55224 | 15245165 | 15245165 | 11576884 |
Largest Losing Trade | -33461 | -28913 | -33461 | -13057119 | -13057119 | -6149221 |
Avg Bars in Trades | 237 | 218 | 255 | 237 | 218 | 255 |
Avg Bars in Winners | 374 | 353 | 394 | 374 | 353 | 394 |
Avg Bars in Losers | 116 | 107 | 125 | 116 | 107 | 125 |
Bars Traded | 14706 | 6778 | 7928 | 14706 | 6778 | 7928 |
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 | -142607 | 525615 | -261832 | -149582 | -509 | 391193 |
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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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