Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1493002.8509 | 1402290.3515 | 90712.4995 | 5853444.4526 | 7873586.6235 | -2020142.171 |
Total P&L (%) | 1493.0029 | 1402.2904 | 90.7125 | 5853.4445 | 7873.5866 | -2020.1422 |
Avg Daily Profit (%) | 0.8206 | 0.7707 | 0.0499 | 0.2249 | 0.2409 | 0 |
Buy And Hold Return (%) | 888.9301 | 888.9301 | 888.9301 | 888.9301 | 888.9301 | 888.9301 |
Max Trade Drawdown | -143440 | -85215 | -84437 | -8957747 | -3867813 | -5715172 |
Profit Factor | 3.9117 | 6.5563 | 1.3484 | 1.2688 | 1.7211 | 0.814 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 50.7042 | 48.5714 | 52.7778 | 50.7042 | 48.5714 | 52.7778 |
Ratio Avg Win / Avg Loss | 3.803 | 6.942 | 1.2065 | 1.2335 | 1.8223 | 0.7283 |
Largest Winning Trade | 611016 | 611016 | 76365 | 7363420 | 7363420 | 1718804 |
Largest Losing Trade | -55696 | -37944 | -55696 | -4780463 | -1648661 | -4780463 |
Avg Bars in Trades | 48 | 54 | 42 | 48 | 54 | 42 |
Avg Bars in Winners | 59 | 67 | 52 | 59 | 67 | 52 |
Avg Bars in Losers | 37 | 41 | 32 | 37 | 41 | 32 |
Bars Traded | 3438 | 1897 | 1541 | 3438 | 1897 | 1541 |
Profit Streak | 61.3113 | 183.3113 | 61.3113 | 61.3113 | 183.3113 | 61.3113 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -79055 | 452063 | -290812 | -82344 | 448873 | -579860 |
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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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