Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3471420.9467 | 3858192.4632 | -386771.5164 | -98715.3006 | -52282.7456 | -46432.5551 |
Total P&L (%) | 3471.4209 | 3858.1925 | -386.7715 | -98.7153 | -52.2827 | -46.4326 |
Avg Daily Profit (%) | 1.5702 | 1.7452 | -0.175 | -0.1968 | -0.0335 | -0.0282 |
Buy And Hold Return (%) | 271.4155 | 271.4155 | 271.4155 | 271.4155 | 271.4155 | 271.4155 |
Max Trade Drawdown | -462513 | -241779 | -316524 | -443224 | -420404 | -29476 |
Profit Factor | 4.5392 | 10.3568 | 0.3197 | 0.8435 | 0.8788 | 0.767 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 26 | 12 | 14 | 34 | 17 | 17 |
Losing Trades | 32 | 17 | 15 | 24 | 12 | 12 |
Profitability (%) | 44.8276 | 41.3793 | 48.2759 | 58.6207 | 58.6207 | 58.6207 |
Ratio Avg Win / Avg Loss | 5.5868 | 14.6721 | 0.3425 | 0.5954 | 0.6203 | 0.5414 |
Largest Winning Trade | 4108253 | 4108253 | 33579 | 189873 | 189873 | 99800 |
Largest Losing Trade | -150614 | -60668 | -150614 | -413748 | -413748 | -150614 |
Avg Bars in Trades | 142 | 189 | 94 | 142 | 189 | 94 |
Avg Bars in Winners | 108 | 127 | 92 | 140 | 175 | 106 |
Avg Bars in Losers | 169 | 232 | 96 | 143 | 209 | 77 |
Bars Traded | 8237 | 5490 | 2747 | 8237 | 5490 | 2747 |
Profit Streak | 153.9546 | 153.9546 | 178.4546 | 153.9546 | 153.9546 | 178.4546 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -158837 | 722555 | -580533 | -757778 | -578751 | -578745 |
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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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