Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3093809.6903 | 2950578.3449 | 143231.3454 | 204848150.4172 | 211165597.719 | -6317447.3018 |
Total P&L (%) | 3093.8097 | 2950.5783 | 143.2313 | 204848.1504 | 211165.5977 | -6317.4473 |
Avg Daily Profit (%) | 1.3649 | 1.3017 | 0.0632 | 0.337 | 0.3383 | 0 |
Buy And Hold Return (%) | 8703.4048 | 8703.4048 | 8703.4048 | 8703.4048 | 8703.4048 | 8703.4048 |
Max Trade Drawdown | -82392 | -68289 | -37881 | -332192054 | -274620642 | -125446913 |
Profit Factor | 9.9058 | 15.0549 | 2.042 | 1.3313 | 1.5062 | 0.9686 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Profitability (%) | 55.3846 | 46.875 | 63.6364 | 55.3846 | 46.875 | 63.6364 |
Ratio Avg Win / Avg Loss | 7.9797 | 17.0622 | 1.1669 | 1.0725 | 1.707 | 0.5535 |
Largest Winning Trade | 1981929 | 1981929 | 56790 | 354911430 | 354911430 | 78267077 |
Largest Losing Trade | -34206 | -28878 | -34206 | -150294744 | -150294744 | -106553335 |
Avg Bars in Trades | 102 | 135 | 71 | 102 | 135 | 71 |
Avg Bars in Winners | 120 | 170 | 85 | 120 | 170 | 85 |
Avg Bars in Losers | 80 | 103 | 47 | 80 | 103 | 47 |
Bars Traded | 6683 | 4327 | 2356 | 6683 | 4327 | 2356 |
Profit Streak | 0 | 106.4649 | 0 | 0 | 106.4649 | 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 | -278894 | -144334 | -269817 | -125818 | 395600 | -579035 |
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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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