Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3583422.2561 | 3672328.2405 | -88905.9844 | -35566.1623 | 345858.1735 | -381424.3358 |
Total P&L (%) | 3583.4223 | 3672.3282 | -88.906 | -35.5662 | 345.8582 | -381.4243 |
Avg Daily Profit (%) | 1.6207 | 1.6609 | -0.0402 | -0.0199 | 0.0676 | 0 |
Buy And Hold Return (%) | 292.8709 | 292.8709 | 292.8709 | 292.8709 | 292.8709 | 292.8709 |
Max Trade Drawdown | -153013 | -112775 | -118873 | -837805 | -515867 | -432472 |
Profit Factor | 5.9366 | 10.7564 | 0.7456 | 0.9832 | 1.312 | 0.6213 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 47.0588 | 47.0588 | 47.0588 | 47.0588 | 47.0588 | 47.0588 |
Ratio Avg Win / Avg Loss | 6.6786 | 12.1009 | 0.8388 | 1.1061 | 1.4761 | 0.699 |
Largest Winning Trade | 3756501 | 3756501 | 44095 | 874110 | 874110 | 177820 |
Largest Losing Trade | -66004 | -41295 | -66004 | -284656 | -200154 | -284656 |
Avg Bars in Trades | 61 | 58 | 64 | 61 | 58 | 64 |
Avg Bars in Winners | 72 | 72 | 71 | 72 | 72 | 71 |
Avg Bars in Losers | 52 | 46 | 58 | 52 | 46 | 58 |
Bars Traded | 4202 | 2002 | 2200 | 4202 | 2002 | 2200 |
Profit Streak | 51.2758 | 97.2758 | 51.2758 | 51.2758 | 97.2758 | 51.2758 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -91148 | 800611 | -581375 | -692619 | -212165 | -581375 |
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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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