Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5531841.7215 | 5612897.7519 | -81056.0304 | 4723480.6533 | 36353010.1373 | -31629529.484 |
Total P&L (%) | 5531.8417 | 5612.8978 | -81.056 | 4723.4807 | 36353.0101 | -31629.5295 |
Avg Daily Profit (%) | 3.0262 | 3.0705 | -0.0443 | 0.2123 | 0.3232 | 0 |
Buy And Hold Return (%) | 7502.1739 | 7502.1739 | 7502.1739 | 7502.1739 | 7502.1739 | 7502.1739 |
Max Trade Drawdown | -202542 | -157763 | -105737 | -76240657 | -45696822 | -35354777 |
Profit Factor | 12.3614 | 18.233 | 0.4971 | 1.0429 | 1.5098 | 0.1837 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Losing Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Profitability (%) | 44.4444 | 48.3871 | 40.625 | 44.4444 | 48.3871 | 40.625 |
Ratio Avg Win / Avg Loss | 15.4518 | 19.4485 | 0.7266 | 1.3036 | 1.6105 | 0.2685 |
Largest Winning Trade | 4782181 | 4782181 | 24876 | 67177536 | 67177536 | 2763302 |
Largest Losing Trade | -71523 | -71523 | -27520 | -28261667 | -28261667 | -14868601 |
Avg Bars in Trades | 313 | 595 | 40 | 313 | 595 | 40 |
Avg Bars in Winners | 397 | 704 | 42 | 397 | 704 | 42 |
Avg Bars in Losers | 246 | 493 | 39 | 246 | 493 | 39 |
Bars Traded | 19758 | 18459 | 1299 | 19758 | 18459 | 1299 |
Profit Streak | 372.94 | 406.44 | 372.94 | 372.94 | 406.44 | 372.94 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -294625 | -141421 | -583870 | -483425 | 388398 | -583870 |
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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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