Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2505971.2128 | 2465569.0494 | 40402.1634 | 815650.9512 | 12562620.5455 | -11746969.5943 |
Total P&L (%) | 2505.9712 | 2465.569 | 40.4022 | 815.651 | 12562.6205 | -11746.9696 |
Avg Daily Profit (%) | 1.1298 | 1.1116 | 0.0182 | 0.0999 | 0.2185 | 0 |
Buy And Hold Return (%) | 379.4809 | 379.4809 | 379.4809 | 379.4809 | 379.4809 | 379.4809 |
Max Trade Drawdown | -234211 | -153847 | -81184 | -30999783 | -18910995 | -12093750 |
Profit Factor | 4.877 | 6.6733 | 1.1908 | 1.0149 | 1.3644 | 0.4251 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 45.679 | 40 | 51.2195 | 45.679 | 40 | 51.2195 |
Ratio Avg Win / Avg Loss | 5.7997 | 10.0099 | 1.1341 | 1.2069 | 2.0466 | 0.4049 |
Largest Winning Trade | 2334779 | 2334779 | 49418 | 30268181 | 30268181 | 2163010 |
Largest Losing Trade | -62708 | -62708 | -34047 | -13972994 | -13972994 | -9282213 |
Avg Bars in Trades | 77 | 124 | 31 | 77 | 124 | 31 |
Avg Bars in Winners | 103 | 190 | 36 | 103 | 190 | 36 |
Avg Bars in Losers | 55 | 80 | 26 | 55 | 80 | 26 |
Bars Traded | 6272 | 4985 | 1287 | 6272 | 4985 | 1287 |
Profit Streak | 111.7514 | 111.7514 | 113.0848 | 111.7514 | 111.7514 | 113.0848 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 154367 | 659934 | -343817 | -285887 | 233515 | -579626 |
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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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