Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1246460.0477 | 1699148.6272 | -452688.5796 | 6743357.3876 | 17418481.6346 | -10675124.247 |
Total P&L (%) | 1246.46 | 1699.1486 | -452.6886 | 6743.3574 | 17418.4816 | -10675.1242 |
Avg Daily Profit (%) | 0.5518 | 0.7523 | -0.2004 | 0.1873 | 0.229 | 0 |
Buy And Hold Return (%) | 8394.0587 | 8394.0587 | 8394.0587 | 8394.0587 | 8394.0587 | 8394.0587 |
Max Trade Drawdown | -660795 | -147799 | -528262 | -26470360 | -3840220 | -34196389 |
Profit Factor | 2.277 | 8.6546 | 0.3997 | 1.1437 | 4.2997 | 0.7437 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 26 | 12 | 14 | 34 | 20 | 14 |
Losing Trades | 36 | 19 | 17 | 28 | 11 | 17 |
Profitability (%) | 41.9355 | 38.7097 | 45.1613 | 54.8387 | 64.5161 | 45.1613 |
Ratio Avg Win / Avg Loss | 3.1528 | 13.7032 | 0.4853 | 0.9419 | 2.3648 | 0.903 |
Largest Winning Trade | 1398669 | 1398669 | 58864 | 23570422 | 4330191 | 23570422 |
Largest Losing Trade | -413008 | -43149 | -413008 | -23514057 | -2850574 | -23514057 |
Avg Bars in Trades | 142 | 135 | 150 | 142 | 135 | 150 |
Avg Bars in Winners | 175 | 169 | 179 | 144 | 146 | 141 |
Avg Bars in Losers | 119 | 113 | 125 | 140 | 114 | 157 |
Bars Traded | 8847 | 4190 | 4657 | 8847 | 4190 | 4657 |
Profit Streak | 55.6696 | 93.1696 | 0 | 55.6696 | 93.1696 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -311750 | -148363 | -582699 | -379270 | 416853 | -582699 |
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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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