Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2280356.3464 | 2161027.7717 | 119328.5747 | 2686389.6862 | 38404493.3264 | -35718103.6402 |
Total P&L (%) | 2280.3563 | 2161.0278 | 119.3286 | 2686.3897 | 38404.4933 | -35718.1036 |
Avg Daily Profit (%) | 1.2742 | 1.2075 | 0.0667 | 0.1861 | 0.3332 | 0 |
Buy And Hold Return (%) | 272.3033 | 272.3033 | 272.3033 | 272.3033 | 272.3033 | 272.3033 |
Max Trade Drawdown | -211288 | -192892 | -83572 | -57638212 | -23043658 | -41311772 |
Profit Factor | 4.3411 | 7.1945 | 1.3576 | 1.0289 | 2.2825 | 0.4337 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Losing Trades | 39 | 23 | 16 | 39 | 23 | 16 |
Profitability (%) | 52.439 | 43.9024 | 60.9756 | 52.439 | 43.9024 | 60.9756 |
Ratio Avg Win / Avg Loss | 3.9372 | 9.1929 | 0.8689 | 0.9332 | 2.9165 | 0.2775 |
Largest Winning Trade | 1533298 | 1533298 | 54642 | 55246491 | 55246491 | 11210006 |
Largest Losing Trade | -71736 | -39132 | -71736 | -38561813 | -10646263 | -38561813 |
Avg Bars in Trades | 61 | 67 | 56 | 61 | 67 | 56 |
Avg Bars in Winners | 69 | 77 | 63 | 69 | 77 | 63 |
Avg Bars in Losers | 53 | 59 | 45 | 53 | 59 | 45 |
Bars Traded | 5077 | 2759 | 2318 | 5077 | 2759 | 2318 |
Profit Streak | 145.8477 | 162.5143 | 145.8477 | 145.8477 | 162.5143 | 145.8477 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 499401 | 758368 | -268103 | -189521 | 451421 | -577967 |
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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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