Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1485439.7202 | 1587040.2788 | -101600.5586 | -108713.7942 | 3509335.9592 | -3618049.7533 |
Total P&L (%) | 1485.4397 | 1587.0403 | -101.6006 | -108.7138 | 3509.336 | -3618.0498 |
Avg Daily Profit (%) | 0.6274 | 0.6703 | -0.0429 | 0 | 0.1516 | 0 |
Buy And Hold Return (%) | 466.9942 | 466.9942 | 466.9942 | 466.9942 | 466.9942 | 466.9942 |
Max Trade Drawdown | -330189 | -175896 | -226824 | -12259834 | -7280491 | -7532570 |
Profit Factor | 2.9674 | 5.9952 | 0.7677 | 0.9939 | 1.4434 | 0.6294 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 31 | 15 | 16 | 32 | 17 | 15 |
Losing Trades | 40 | 21 | 19 | 39 | 19 | 20 |
Profitability (%) | 43.662 | 41.6667 | 45.7143 | 45.0704 | 47.2222 | 42.8571 |
Ratio Avg Win / Avg Loss | 3.829 | 8.3933 | 0.9116 | 1.2113 | 1.6132 | 0.8393 |
Largest Winning Trade | 1374185 | 1374185 | 71099 | 9710630 | 9710630 | 3519511 |
Largest Losing Trade | -102817 | -37664 | -102817 | -4719872 | -3950165 | -4719872 |
Avg Bars in Trades | 97 | 75 | 119 | 97 | 75 | 119 |
Avg Bars in Winners | 122 | 109 | 135 | 118 | 104 | 134 |
Avg Bars in Losers | 77 | 51 | 106 | 79 | 49 | 109 |
Bars Traded | 6904 | 2712 | 4192 | 6904 | 2712 | 4192 |
Profit Streak | 0 | 0 | 0 | 116.6841 | 116.6841 | 149.3508 |
Trades During Streak | 0 | 0 | 0 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -79334 | 524964 | -582454 | -670917 | 344557 | -582602 |
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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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