Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1258535.0836 | 1326427.528 | -67892.4444 | 5822076.3066 | 16323862.5163 | -10501786.2097 |
Total P&L (%) | 1258.5351 | 1326.4275 | -67.8924 | 5822.0763 | 16323.8625 | -10501.7862 |
Avg Daily Profit (%) | 0.6159 | 0.6492 | -0.0332 | 0.1999 | 0.25 | 0 |
Buy And Hold Return (%) | 2951.4834 | 2951.4834 | 2951.4834 | 2951.4834 | 2951.4834 | 2951.4834 |
Max Trade Drawdown | -194469 | -140097 | -132986 | -63125148 | -55323842 | -15059837 |
Profit Factor | 3.3747 | 5.2938 | 0.6929 | 1.0602 | 1.2366 | 0.6206 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 43 | 25 | 18 | 43 | 25 | 18 |
Losing Trades | 32 | 12 | 20 | 32 | 12 | 20 |
Profitability (%) | 57.3333 | 67.5676 | 47.3684 | 57.3333 | 67.5676 | 47.3684 |
Ratio Avg Win / Avg Loss | 2.5114 | 2.541 | 0.7699 | 0.789 | 0.5936 | 0.6895 |
Largest Winning Trade | 386633 | 386633 | 15560 | 21643531 | 21643531 | 4073118 |
Largest Losing Trade | -84462 | -84462 | -44956 | -42254561 | -42254561 | -8963137 |
Avg Bars in Trades | 89 | 174 | 7 | 89 | 174 | 7 |
Avg Bars in Winners | 63 | 104 | 6 | 63 | 104 | 6 |
Avg Bars in Losers | 124 | 320 | 7 | 124 | 320 | 7 |
Bars Traded | 6725 | 6455 | 270 | 6725 | 6455 | 270 |
Profit Streak | 308.3652 | 387.3652 | 308.3652 | 308.3652 | 387.3652 | 308.3652 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -206813 | -142247 | -580922 | -214059 | 329689 | -580922 |
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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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