Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2211119.4606 | 2178457.8577 | 32661.6029 | 13482771.5639 | 20610408.843 | -7127637.279 |
Total P&L (%) | 2211.1195 | 2178.4579 | 32.6616 | 13482.7716 | 20610.4088 | -7127.6373 |
Avg Daily Profit (%) | 1.0825 | 1.0665 | 0.016 | 0.2407 | 0.2614 | 0 |
Buy And Hold Return (%) | 3150 | 3150 | 3150 | 3150 | 3150 | 3150 |
Max Trade Drawdown | -82348 | -81825 | -120496 | -9259993 | -6440781 | -8407195 |
Profit Factor | 5.1818 | 11.2149 | 1.1035 | 1.3813 | 2.3715 | 0.6495 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 38.4615 | 36.3636 | 40.625 | 38.4615 | 36.3636 | 40.625 |
Ratio Avg Win / Avg Loss | 8.2908 | 19.626 | 1.6128 | 2.21 | 4.1501 | 0.9492 |
Largest Winning Trade | 1161737 | 1161737 | 80775 | 9181670 | 9181670 | 3680901 |
Largest Losing Trade | -62575 | -29973 | -62575 | -3552483 | -3359219 | -3552483 |
Avg Bars in Trades | 182 | 157 | 208 | 182 | 157 | 208 |
Avg Bars in Winners | 386 | 358 | 413 | 386 | 358 | 413 |
Avg Bars in Losers | 55 | 43 | 68 | 55 | 43 | 68 |
Bars Traded | 11872 | 5207 | 6665 | 11872 | 5207 | 6665 |
Profit Streak | 339.251 | 409.9176 | 0 | 339.251 | 409.9176 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -284616 | -148217 | -446479 | -132073 | 302761 | -584456 |
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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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