Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2376622.7508 | 2402891.6806 | -26268.9298 | 2854950.9842 | 14281336.8982 | -11426385.914 |
Total P&L (%) | 2376.6228 | 2402.8917 | -26.2689 | 2854.951 | 14281.3369 | -11426.3859 |
Avg Daily Profit (%) | 1.1635 | 1.1763 | -0.0129 | 0.1659 | 0.2435 | 0 |
Buy And Hold Return (%) | 3227.3073 | 3227.3073 | 3227.3073 | 3227.3073 | 3227.3073 | 3227.3073 |
Max Trade Drawdown | -157240 | -66479 | -147555 | -8950898 | -3542075 | -11710671 |
Profit Factor | 4.3102 | 8.7177 | 0.9354 | 1.1137 | 2.824 | 0.3388 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 44.7761 | 47.0588 | 42.4242 | 44.7761 | 47.0588 | 42.4242 |
Ratio Avg Win / Avg Loss | 5.3159 | 9.8074 | 1.2695 | 1.3736 | 3.177 | 0.4598 |
Largest Winning Trade | 1562017 | 1562017 | 79767 | 9294677 | 9294677 | 2246862 |
Largest Losing Trade | -73493 | -53208 | -73493 | -6592730 | -2235129 | -6592730 |
Avg Bars in Trades | 178 | 167 | 189 | 178 | 167 | 189 |
Avg Bars in Winners | 253 | 231 | 278 | 253 | 231 | 278 |
Avg Bars in Losers | 117 | 110 | 125 | 117 | 110 | 125 |
Bars Traded | 11954 | 5686 | 6268 | 11954 | 5686 | 6268 |
Profit Streak | 312.0135 | 420.5135 | 0 | 312.0135 | 420.5135 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -267728 | -143578 | -582082 | -376220 | 436826 | -583748 |
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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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