Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3093138.3137 | 2964610.2224 | 128528.0914 | 1536907.4663 | 25993433.1715 | -24456525.7052 |
Total P&L (%) | 3093.1383 | 2964.6102 | 128.5281 | 1536.9075 | 25993.4332 | -24456.5257 |
Avg Daily Profit (%) | 1.7324 | 1.6604 | 0.072 | 0.1567 | 0.3121 | 0 |
Buy And Hold Return (%) | 128.0789 | 128.0789 | 128.0789 | 128.0789 | 128.0789 | 128.0789 |
Max Trade Drawdown | -181689 | -163528 | -87659 | -40291883 | -14565410 | -29517811 |
Profit Factor | 7.0776 | 10.4683 | 1.6563 | 1.0312 | 2.5185 | 0.2378 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 53.125 | 46.875 | 59.375 | 53.125 | 46.875 | 59.375 |
Ratio Avg Win / Avg Loss | 6.2449 | 11.8641 | 1.1333 | 0.9099 | 2.8543 | 0.1627 |
Largest Winning Trade | 2248659 | 2248659 | 53757 | 39266396 | 39266396 | 2411025 |
Largest Losing Trade | -86839 | -46365 | -86839 | -29181722 | -7072349 | -29181722 |
Avg Bars in Trades | 52 | 70 | 35 | 52 | 70 | 35 |
Avg Bars in Winners | 60 | 80 | 45 | 60 | 80 | 45 |
Avg Bars in Losers | 43 | 62 | 19 | 43 | 62 | 19 |
Bars Traded | 3382 | 2258 | 1124 | 3382 | 2258 | 1124 |
Profit Streak | 97.0506 | 97.0506 | 146.5506 | 97.0506 | 97.0506 | 146.5506 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -119152 | 797476 | -256954 | -321822 | 486283 | -578243 |
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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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