Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2634053.7441 | 2768083.0243 | -134029.2803 | -86246.8896 | 735378.036 | -821624.9256 |
Total P&L (%) | 2634.0537 | 2768.083 | -134.0293 | -86.2469 | 735.378 | -821.6249 |
Avg Daily Profit (%) | 1.1682 | 1.2276 | -0.0594 | -0.0879 | 0.0942 | 0 |
Buy And Hold Return (%) | 346.1783 | 346.1783 | 346.1783 | 346.1783 | 346.1783 | 346.1783 |
Max Trade Drawdown | -403772 | -203501 | -217878 | -6803684 | -4670509 | -2161042 |
Profit Factor | 4.7276 | 9.0132 | 0.6289 | 0.9885 | 1.1473 | 0.6679 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 48.5294 | 50 | 47.0588 | 48.5294 | 50 | 47.0588 |
Ratio Avg Win / Avg Loss | 5.0141 | 9.0132 | 0.7075 | 1.0484 | 1.1473 | 0.7514 |
Largest Winning Trade | 2705275 | 2705275 | 51251 | 5278960 | 5278960 | 1336631 |
Largest Losing Trade | -90891 | -57441 | -90891 | -3564766 | -3564766 | -1392774 |
Avg Bars in Trades | 192 | 230 | 154 | 192 | 230 | 154 |
Avg Bars in Winners | 217 | 244 | 187 | 217 | 244 | 187 |
Avg Bars in Losers | 169 | 216 | 125 | 169 | 216 | 125 |
Bars Traded | 13101 | 7842 | 5259 | 13101 | 7842 | 5259 |
Profit Streak | 54.6426 | 95.476 | 0 | 54.6426 | 95.476 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -92706 | 813873 | -581939 | -692898 | -130880 | -581939 |
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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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