Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1123088.4427 | 1054990.4806 | 68097.962 | 10185061.5208 | 11958523.4323 | -1773461.9116 |
Total P&L (%) | 1123.0884 | 1054.9905 | 68.098 | 10185.0615 | 11958.5234 | -1773.4619 |
Avg Daily Profit (%) | 0.448 | 0.4209 | 0.0272 | 0.185 | 0.1914 | 0 |
Buy And Hold Return (%) | 1651.6129 | 1651.6129 | 1651.6129 | 1651.6129 | 1651.6129 | 1651.6129 |
Max Trade Drawdown | -93527 | -47650 | -89231 | -16197548 | -7384588 | -15488106 |
Profit Factor | 3.9776 | 7.5901 | 1.3137 | 1.2679 | 1.6156 | 0.9046 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 50 | 48.4848 | 51.5152 | 50 | 48.4848 | 51.5152 |
Ratio Avg Win / Avg Loss | 3.9776 | 8.0645 | 1.2364 | 1.2679 | 1.7166 | 0.8514 |
Largest Winning Trade | 554416 | 554416 | 47982 | 12041692 | 12041692 | 5634477 |
Largest Losing Trade | -30033 | -28712 | -30033 | -5806648 | -5197786 | -5806648 |
Avg Bars in Trades | 110 | 108 | 113 | 110 | 108 | 113 |
Avg Bars in Winners | 143 | 149 | 138 | 143 | 149 | 138 |
Avg Bars in Losers | 77 | 70 | 85 | 77 | 70 | 85 |
Bars Traded | 7318 | 3584 | 3734 | 7318 | 3584 | 3734 |
Profit Streak | 28.4486 | 28.4486 | 48.7819 | 28.4486 | 28.4486 | 48.7819 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -276066 | -147397 | -321459 | -120249 | 394152 | -580043 |
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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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