Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3045487.7971 | 3376709.613 | -331221.816 | 11781063.3632 | -33917581.9541 | 45698645.3172 |
Total P&L (%) | 3045.4878 | 3376.7096 | -331.2218 | 11781.0634 | -33917.582 | 45698.6453 |
Avg Daily Profit (%) | 1.3443 | 1.4905 | -0.1462 | 0.2111 | 0 | 0.2708 |
Buy And Hold Return (%) | 10456.7248 | 10456.7248 | 10456.7248 | 10456.7248 | 10456.7248 | 10456.7248 |
Max Trade Drawdown | -341599 | -90586 | -420032 | -62825311 | -53168550 | -32962076 |
Profit Factor | 4.9781 | 20.5849 | 0.4416 | 1.1134 | 0.5073 | 2.3055 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 31 | 15 | 16 | 35 | 22 | 13 |
Losing Trades | 27 | 14 | 13 | 23 | 7 | 16 |
Profitability (%) | 53.4483 | 51.7241 | 55.1724 | 60.3448 | 75.8621 | 44.8276 |
Ratio Avg Win / Avg Loss | 4.3357 | 19.2126 | 0.3588 | 0.7317 | 0.1614 | 2.8375 |
Largest Winning Trade | 3252201 | 3252201 | 42577 | 25710797 | 11164126 | 25710797 |
Largest Losing Trade | -270394 | -40556 | -270394 | -18565614 | -18565614 | -8170927 |
Avg Bars in Trades | 73 | 72 | 74 | 73 | 72 | 74 |
Avg Bars in Winners | 85 | 81 | 88 | 58 | 55 | 64 |
Avg Bars in Losers | 59 | 62 | 57 | 95 | 124 | 82 |
Bars Traded | 4257 | 2100 | 2157 | 4257 | 2100 | 2157 |
Profit Streak | 66.0236 | 198.0236 | 0 | 66.0236 | 198.0236 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -322854 | -141955 | -580162 | -393250 | -576119 | 326627 |
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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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