Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2749744.7477 | 2759457.9205 | -9713.1728 | -6758643.0603 | 20234312.8254 | -26992955.8857 |
Total P&L (%) | 2749.7447 | 2759.4579 | -9.7132 | -6758.6431 | 20234.3128 | -26992.9559 |
Avg Daily Profit (%) | 1.2189 | 1.2232 | -0.0043 | 0 | 0.2359 | 0 |
Buy And Hold Return (%) | 7048.2646 | 7048.2646 | 7048.2646 | 7048.2646 | 7048.2646 | 7048.2646 |
Max Trade Drawdown | -250627 | -92879 | -203208 | -88634380 | -6355517 | -84876546 |
Profit Factor | 5.9596 | 13.7548 | 0.9713 | 0.936 | 2.1785 | 0.6946 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 31 | 16 | 15 | 42 | 17 | 25 |
Losing Trades | 34 | 17 | 17 | 23 | 16 | 7 |
Profitability (%) | 47.6923 | 48.4848 | 46.875 | 64.6154 | 51.5152 | 78.125 |
Ratio Avg Win / Avg Loss | 6.5364 | 14.6145 | 1.1008 | 0.5126 | 2.0504 | 0.1945 |
Largest Winning Trade | 1994547 | 1994547 | 61199 | 25257572 | 19141937 | 25257572 |
Largest Losing Trade | -117361 | -35302 | -117361 | -84876546 | -4727606 | -84876546 |
Avg Bars in Trades | 204 | 185 | 225 | 204 | 185 | 225 |
Avg Bars in Winners | 285 | 258 | 313 | 210 | 187 | 226 |
Avg Bars in Losers | 131 | 116 | 147 | 195 | 183 | 222 |
Bars Traded | 13322 | 6111 | 7211 | 13322 | 6111 | 7211 |
Profit Streak | 0 | 0 | 0 | 31.3733 | 31.3733 | 132.54 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -280646 | -144330 | -580358 | -713883 | 359099 | -576204 |
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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) |
---|