Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3891229.3413 | 3921789.0429 | -30559.7015 | 1637775.9598 | 3519583.729 | -1881807.7691 |
Total P&L (%) | 3891.2293 | 3921.789 | -30.5597 | 1637.776 | 3519.5837 | -1881.8078 |
Avg Daily Profit (%) | 1.9818 | 1.9973 | -0.0156 | 0.1455 | 0.183 | 0 |
Buy And Hold Return (%) | 1692.1587 | 1692.1587 | 1692.1587 | 1692.1587 | 1692.1587 | 1692.1587 |
Max Trade Drawdown | -138284 | -91596 | -91099 | -4664736 | -2511083 | -2569629 |
Profit Factor | 9.4579 | 15.3322 | 0.8361 | 1.1488 | 1.5658 | 0.6067 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 57.3034 | 52.2727 | 62.2222 | 57.3034 | 52.2727 | 62.2222 |
Ratio Avg Win / Avg Loss | 7.0471 | 13.999 | 0.5076 | 0.856 | 1.4296 | 0.3684 |
Largest Winning Trade | 3859603 | 3859603 | 35248 | 2995449 | 2995449 | 366268 |
Largest Losing Trade | -61485 | -61485 | -31079 | -1496735 | -1450756 | -1496735 |
Avg Bars in Trades | 81 | 141 | 23 | 81 | 141 | 23 |
Avg Bars in Winners | 88 | 167 | 23 | 88 | 167 | 23 |
Avg Bars in Losers | 72 | 112 | 23 | 72 | 112 | 23 |
Bars Traded | 7256 | 6209 | 1047 | 7256 | 6209 | 1047 |
Profit Streak | 398.1591 | 0 | 404.1591 | 398.1591 | 0 | 404.1591 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 705538 | 659349 | -578264 | -220864 | 129502 | -578264 |
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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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