Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3432360.9167 | 3723791.6251 | -291430.7084 | -89472.7136 | -6495418.5342 | 6405945.8206 |
Total P&L (%) | 3432.3609 | 3723.7916 | -291.4307 | -89.4727 | -6495.4185 | 6405.9458 |
Avg Daily Profit (%) | 1.6475 | 1.7874 | -0.1399 | -0.108 | 0 | 0.2006 |
Buy And Hold Return (%) | 68.5714 | 68.5714 | 68.5714 | 68.5714 | 68.5714 | 68.5714 |
Max Trade Drawdown | -338156 | -159340 | -435267 | -13378293 | -8841285 | -6321310 |
Profit Factor | 3.2313 | 8.0755 | 0.712 | 0.9964 | 0.5418 | 1.6002 |
Total Trades | 209 | 105 | 104 | 209 | 105 | 104 |
Winning Trades | 123 | 53 | 70 | 101 | 57 | 44 |
Losing Trades | 86 | 52 | 34 | 108 | 48 | 60 |
Profitability (%) | 58.8517 | 50.4762 | 67.3077 | 48.3254 | 54.2857 | 42.3077 |
Ratio Avg Win / Avg Loss | 2.2593 | 7.9231 | 0.3458 | 1.0655 | 0.4563 | 2.1821 |
Largest Winning Trade | 3819675 | 3819675 | 66937 | 4787614 | 1806919 | 4787614 |
Largest Losing Trade | -264060 | -43850 | -264060 | -5762119 | -5762119 | -1548153 |
Avg Bars in Trades | 117 | 69 | 166 | 117 | 69 | 166 |
Avg Bars in Winners | 95 | 69 | 115 | 107 | 60 | 167 |
Avg Bars in Losers | 149 | 69 | 271 | 127 | 79 | 165 |
Bars Traded | 24592 | 7273 | 17319 | 24592 | 7273 | 17319 |
Profit Streak | 35.62 | 35.7867 | 35.62 | 35.62 | 35.7867 | 35.62 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 858770 | 855992 | -577542 | -577133 | -579057 | 316596 |
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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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