Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2591838.6514 | 2487275.1655 | 104563.4859 | 3071255.6697 | 1691221.8115 | 1380033.8582 |
Total P&L (%) | 2591.8387 | 2487.2752 | 104.5635 | 3071.2557 | 1691.2218 | 1380.0339 |
Avg Daily Profit (%) | 1.1724 | 1.1251 | 0.0473 | 0.1565 | 0.1306 | 0.122 |
Buy And Hold Return (%) | 296.3165 | 296.3165 | 296.3165 | 296.3165 | 296.3165 | 296.3165 |
Max Trade Drawdown | -285047 | -184485 | -120862 | -96765768 | -60474773 | -36691603 |
Profit Factor | 5.566 | 9.023 | 1.4059 | 1.0172 | 1.0173 | 1.0171 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 50.7463 | 48.4848 | 52.9412 | 50.7463 | 48.4848 | 52.9412 |
Ratio Avg Win / Avg Loss | 5.4023 | 9.5869 | 1.2497 | 0.9873 | 1.0809 | 0.9041 |
Largest Winning Trade | 2353033 | 2353033 | 49207 | 42487788 | 42487788 | 18686050 |
Largest Losing Trade | -39580 | -39005 | -39580 | -26922252 | -20574672 | -26922252 |
Avg Bars in Trades | 126 | 181 | 72 | 126 | 181 | 72 |
Avg Bars in Winners | 146 | 212 | 88 | 146 | 212 | 88 |
Avg Bars in Losers | 105 | 153 | 55 | 105 | 153 | 55 |
Bars Traded | 8472 | 6003 | 2469 | 8472 | 6003 | 2469 |
Profit Streak | 39.5716 | 117.5716 | 39.5716 | 39.5716 | 117.5716 | 39.5716 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -98215 | 803540 | -293877 | -315516 | -220267 | -233886 |
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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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