Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2796458.7382 | 2702297.9703 | 94160.7679 | 47428148.692 | 35833965.0308 | 11594183.6612 |
Total P&L (%) | 2796.4587 | 2702.298 | 94.1608 | 47428.1487 | 35833.965 | 11594.1837 |
Avg Daily Profit (%) | 1.2386 | 1.1969 | 0.0417 | 0.2734 | 0.261 | 0.2111 |
Buy And Hold Return (%) | 8468.6833 | 8468.6833 | 8468.6833 | 8468.6833 | 8468.6833 | 8468.6833 |
Max Trade Drawdown | -82841 | -75114 | -25828 | -50449091 | -43229949 | -8734386 |
Profit Factor | 9.4121 | 10.9972 | 2.5156 | 1.6427 | 1.5646 | 2.1223 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 56.7164 | 54.5455 | 58.8235 | 56.7164 | 54.5455 | 58.8235 |
Ratio Avg Win / Avg Loss | 7.1829 | 9.1643 | 1.7609 | 1.2536 | 1.3038 | 1.4856 |
Largest Winning Trade | 1857971 | 1857971 | 23036 | 56106636 | 56106636 | 8590812 |
Largest Losing Trade | -75114 | -75114 | -12542 | -43229949 | -43229949 | -7219141 |
Avg Bars in Trades | 181 | 343 | 25 | 181 | 343 | 25 |
Avg Bars in Winners | 177 | 345 | 25 | 177 | 345 | 25 |
Avg Bars in Losers | 188 | 340 | 24 | 188 | 340 | 24 |
Bars Traded | 12187 | 11337 | 850 | 12187 | 11337 | 850 |
Profit Streak | 127.8887 | 127.8887 | 275.8887 | 127.8887 | 127.8887 | 275.8887 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -262480 | -142607 | -295805 | -109046 | 337487 | -37525 |
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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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