Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1492494.2979 | 1427316.8795 | 65177.4183 | 37147982.5379 | 40051358.4152 | -2903375.8774 |
Total P&L (%) | 1492.4943 | 1427.3169 | 65.1774 | 37147.9825 | 40051.3584 | -2903.3759 |
Avg Daily Profit (%) | 0.6614 | 0.6325 | 0.0289 | 0.2627 | 0.266 | 0 |
Buy And Hold Return (%) | 7732.0339 | 7732.0339 | 7732.0339 | 7732.0339 | 7732.0339 | 7732.0339 |
Max Trade Drawdown | -87237 | -93964 | -33613 | -26530598 | -25853883 | -9140134 |
Profit Factor | 6.772 | 10.0271 | 1.6488 | 1.5724 | 1.8771 | 0.849 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Profitability (%) | 66.6667 | 67.6471 | 65.7143 | 66.6667 | 67.6471 | 65.7143 |
Ratio Avg Win / Avg Loss | 3.386 | 4.7956 | 0.8602 | 0.7862 | 0.8978 | 0.443 |
Largest Winning Trade | 703231 | 703231 | 23118 | 33001467 | 33001467 | 4512789 |
Largest Losing Trade | -57007 | -57007 | -21363 | -25853883 | -25853883 | -4691632 |
Avg Bars in Trades | 84 | 160 | 9 | 84 | 160 | 9 |
Avg Bars in Winners | 29 | 49 | 9 | 29 | 49 | 9 |
Avg Bars in Losers | 193 | 392 | 11 | 193 | 392 | 11 |
Bars Traded | 5803 | 5454 | 349 | 5803 | 5454 | 349 |
Profit Streak | 0 | 114.6498 | 0 | 0 | 114.6498 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -249107 | -142681 | -317424 | -96690 | 396277 | -578472 |
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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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