Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 10272015.2539 | 10279311.08 | -7295.8261 | 5369838.2425 | 8423991.6979 | -3054153.4555 |
Total P&L (%) | 10272.0153 | 10279.3111 | -7.2958 | 5369.8382 | 8423.9917 | -3054.1535 |
Avg Daily Profit (%) | 6.0317 | 6.036 | -0.0043 | 0.2353 | 0.2614 | 0 |
Buy And Hold Return (%) | 2332.0513 | 2332.0513 | 2332.0513 | 2332.0513 | 2332.0513 | 2332.0513 |
Max Trade Drawdown | -135257 | -126801 | -26266 | -30867318 | -28009097 | -4488504 |
Profit Factor | 27.0927 | 29.581 | 0.7855 | 1.0935 | 1.1609 | 0.3949 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Losing Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Profitability (%) | 38.806 | 42.4242 | 35.2941 | 38.806 | 42.4242 | 35.2941 |
Ratio Avg Win / Avg Loss | 42.7231 | 40.1456 | 1.4401 | 1.7244 | 1.5755 | 0.724 |
Largest Winning Trade | 10171819 | 10171819 | 6601 | 21641204 | 21641204 | 1119012 |
Largest Losing Trade | -52985 | -52985 | -5186 | -9587072 | -9587072 | -1508946 |
Avg Bars in Trades | 290 | 589 | 1 | 290 | 589 | 1 |
Avg Bars in Winners | 494 | 917 | 1 | 494 | 917 | 1 |
Avg Bars in Losers | 162 | 348 | 1 | 162 | 348 | 1 |
Bars Traded | 19495 | 19460 | 35 | 19495 | 19460 | 35 |
Profit Streak | 429.0663 | 429.1496 | 429.0663 | 429.0663 | 429.1496 | 429.0663 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -102059 | 728155 | -583984 | -237728 | -38840 | -585651 |
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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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