Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2954915.0607 | 2909180.4728 | 45734.5878 | 9754443.6315 | 10427348.4185 | -672904.787 |
Total P&L (%) | 2954.9151 | 2909.1805 | 45.7346 | 9754.4436 | 10427.3484 | -672.9048 |
Avg Daily Profit (%) | 1.446 | 1.4236 | 0.0224 | 0.2249 | 0.2281 | 0 |
Buy And Hold Return (%) | 3340.2361 | 3340.2361 | 3340.2361 | 3340.2361 | 3340.2361 | 3340.2361 |
Max Trade Drawdown | -131086 | -105572 | -56422 | -7689996 | -3935426 | -4580806 |
Profit Factor | 5.6718 | 8.7431 | 1.1781 | 1.5164 | 2.0829 | 0.9273 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 48.4848 | 45.4545 | 51.5152 | 48.4848 | 45.4545 | 51.5152 |
Ratio Avg Win / Avg Loss | 6.0263 | 10.4918 | 1.1088 | 1.6112 | 2.4995 | 0.8728 |
Largest Winning Trade | 1512453 | 1512453 | 47262 | 6505743 | 6505743 | 1768761 |
Largest Losing Trade | -69801 | -69801 | -56422 | -4580806 | -2059403 | -4580806 |
Avg Bars in Trades | 59 | 98 | 20 | 59 | 98 | 20 |
Avg Bars in Winners | 76 | 137 | 22 | 76 | 137 | 22 |
Avg Bars in Losers | 43 | 66 | 18 | 43 | 66 | 18 |
Bars Traded | 3924 | 3258 | 666 | 3924 | 3258 | 666 |
Profit Streak | 402.613 | 404.613 | 402.613 | 402.613 | 404.613 | 402.613 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -271512 | -144371 | -352318 | -120162 | 302613 | -579743 |
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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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