Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3445532.3183 | 3438290.5833 | 7241.735 | 5413503.547 | 20375137.3221 | -14961633.7751 |
Total P&L (%) | 3445.5323 | 3438.2906 | 7.2417 | 5413.5035 | 20375.1373 | -14961.6338 |
Avg Daily Profit (%) | 1.6861 | 1.6826 | 0.0035 | 0.1964 | 0.2608 | 0 |
Buy And Hold Return (%) | 3246.4115 | 3246.4115 | 3246.4115 | 3246.4115 | 3246.4115 | 3246.4115 |
Max Trade Drawdown | -170891 | -150957 | -125174 | -15826736 | -6858499 | -16653286 |
Profit Factor | 5.478 | 10.1311 | 1.0184 | 1.1484 | 2.7152 | 0.3916 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 56.9444 | 55.5556 | 58.3333 | 56.9444 | 55.5556 | 58.3333 |
Ratio Avg Win / Avg Loss | 4.1419 | 8.1049 | 0.7275 | 0.8683 | 2.1721 | 0.2797 |
Largest Winning Trade | 2701168 | 2701168 | 67296 | 12544867 | 12544867 | 2161802 |
Largest Losing Trade | -57619 | -44356 | -57619 | -8985461 | -2838631 | -8985461 |
Avg Bars in Trades | 54 | 60 | 48 | 54 | 60 | 48 |
Avg Bars in Winners | 64 | 71 | 57 | 64 | 71 | 57 |
Avg Bars in Losers | 41 | 46 | 36 | 41 | 46 | 36 |
Bars Traded | 3928 | 2167 | 1761 | 3928 | 2167 | 1761 |
Profit Streak | 475.5364 | 475.5364 | 500.0364 | 475.5364 | 475.5364 | 500.0364 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -205842 | -123250 | -553363 | -141237 | 537615 | -578363 |
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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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