Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 13013598.6016 | 13133936.8194 | -120338.2178 | 405321.6307 | 1973030.4695 | -1567708.8388 |
Total P&L (%) | 13013.5986 | 13133.9368 | -120.3382 | 405.3216 | 1973.0305 | -1567.7088 |
Avg Daily Profit (%) | 5.7633 | 5.8166 | -0.0533 | 0.0718 | 0.1344 | 0 |
Buy And Hold Return (%) | 8188.1338 | 8188.1338 | 8188.1338 | 8188.1338 | 8188.1338 | 8188.1338 |
Max Trade Drawdown | -271689 | -191926 | -143272 | -5769530 | -4435867 | -1651410 |
Profit Factor | 18.1622 | 27.9709 | 0.5564 | 1.0476 | 1.3243 | 0.3544 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Losing Trades | 76 | 40 | 36 | 76 | 40 | 36 |
Profitability (%) | 44.5255 | 41.1765 | 47.8261 | 44.5255 | 41.1765 | 47.8261 |
Ratio Avg Win / Avg Loss | 22.6283 | 39.9585 | 0.607 | 1.3052 | 1.8919 | 0.3866 |
Largest Winning Trade | 13099335 | 13099335 | 12668 | 5929607 | 5929607 | 201573 |
Largest Losing Trade | -46831 | -46831 | -35442 | -2476775 | -2476775 | -686203 |
Avg Bars in Trades | 31 | 49 | 13 | 31 | 49 | 13 |
Avg Bars in Winners | 36 | 64 | 12 | 36 | 64 | 12 |
Avg Bars in Losers | 27 | 38 | 15 | 27 | 38 | 15 |
Bars Traded | 4296 | 3336 | 960 | 4296 | 3336 | 960 |
Profit Streak | 73.0676 | 75.0676 | 73.0676 | 73.0676 | 75.0676 | 73.0676 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 522137 | -96980 | -682337 | -431375 | -289614 | -682337 |
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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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