Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1142032.9234 | 1293213.1831 | -151180.2597 | -12421214.067 | 22600303.4681 | -35021517.5351 |
Total P&L (%) | 1142.0329 | 1293.2132 | -151.1803 | -12421.2141 | 22600.3035 | -35021.5175 |
Avg Daily Profit (%) | 0.6397 | 0.7244 | -0.0847 | 0 | 0.3043 | 0 |
Buy And Hold Return (%) | 347.3092 | 347.3092 | 347.3092 | 347.3092 | 347.3092 | 347.3092 |
Max Trade Drawdown | -329459 | -117799 | -329459 | -108150799 | -38933034 | -88244820 |
Profit Factor | 2.5827 | 7.2967 | 0.7071 | 0.9486 | 1.2478 | 0.7669 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 28 | 12 | 16 | 39 | 22 | 17 |
Losing Trades | 38 | 21 | 17 | 27 | 11 | 16 |
Profitability (%) | 42.4242 | 36.3636 | 48.4848 | 59.0909 | 66.6667 | 51.5152 |
Ratio Avg Win / Avg Loss | 3.5051 | 12.7693 | 0.7513 | 0.6567 | 0.6239 | 0.7217 |
Largest Winning Trade | 714070 | 714070 | 58396 | 27465751 | 18046863 | 27465751 |
Largest Losing Trade | -329459 | -24808 | -329459 | -33776667 | -27455180 | -33776667 |
Avg Bars in Trades | 102 | 84 | 121 | 102 | 84 | 121 |
Avg Bars in Winners | 165 | 138 | 186 | 64 | 74 | 50 |
Avg Bars in Losers | 56 | 53 | 60 | 159 | 104 | 196 |
Bars Traded | 6794 | 2783 | 4011 | 6794 | 2783 | 4011 |
Profit Streak | 28.5365 | 28.7865 | 0 | 0 | 0 | 56.5365 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -117317 | 496528 | -581392 | -708099 | 329881 | -579625 |
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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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