Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3372599.2241 | 3313648.3539 | 58950.8701 | 915614.6747 | -5598143.3048 | 6513757.9795 |
Total P&L (%) | 3372.5992 | 3313.6484 | 58.9509 | 915.6147 | -5598.1433 | 6513.758 |
Avg Daily Profit (%) | 1.5255 | 1.4989 | 0.0267 | 0.1049 | 0 | 0.1898 |
Buy And Hold Return (%) | 322.6333 | 322.6333 | 322.6333 | 322.6333 | 322.6333 | 322.6333 |
Max Trade Drawdown | -249527 | -146173 | -121736 | -28310124 | -22906715 | -6742157 |
Profit Factor | 6.3434 | 10.0269 | 1.2232 | 1.0181 | 0.847 | 1.4666 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 50.6849 | 52.7778 | 48.6486 | 50.6849 | 52.7778 | 48.6486 |
Ratio Avg Win / Avg Loss | 6.1719 | 8.9714 | 1.2912 | 0.9906 | 0.7578 | 1.5481 |
Largest Winning Trade | 3261588 | 3261588 | 47697 | 8702977 | 8702977 | 6996168 |
Largest Losing Trade | -51604 | -51604 | -48765 | -11502457 | -11502457 | -3102104 |
Avg Bars in Trades | 115 | 165 | 66 | 115 | 165 | 66 |
Avg Bars in Winners | 118 | 161 | 74 | 118 | 161 | 74 |
Avg Bars in Losers | 111 | 170 | 58 | 111 | 170 | 58 |
Bars Traded | 8409 | 5956 | 2453 | 8409 | 5956 | 2453 |
Profit Streak | 60.6849 | 133.6849 | 60.6849 | 60.6849 | 133.6849 | 60.6849 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -52888 | 850277 | -323374 | -333243 | -579460 | 367329 |
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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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