Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1917439.9056 | 1944942.4645 | -27502.5589 | 14736874.3024 | 14149756.9965 | 587117.3059 |
Total P&L (%) | 1917.4399 | 1944.9425 | -27.5026 | 14736.8743 | 14149.757 | 587.1173 |
Avg Daily Profit (%) | 0.9387 | 0.9522 | -0.0135 | 0.2451 | 0.2431 | 0.0944 |
Buy And Hold Return (%) | 3057.5621 | 3057.5621 | 3057.5621 | 3057.5621 | 3057.5621 | 3057.5621 |
Max Trade Drawdown | -85339 | -110555 | -111707 | -12310914 | -12479881 | -6080740 |
Profit Factor | 5.5086 | 9.6219 | 0.8623 | 1.4804 | 1.719 | 1.0534 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Losing Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Profitability (%) | 56.338 | 60 | 52.7778 | 56.338 | 60 | 52.7778 |
Ratio Avg Win / Avg Loss | 4.2692 | 6.4146 | 0.7715 | 1.1473 | 1.146 | 0.9425 |
Largest Winning Trade | 1183697 | 1183697 | 31734 | 6610411 | 6610411 | 3574140 |
Largest Losing Trade | -82431 | -82431 | -57296 | -11060559 | -11060559 | -2414848 |
Avg Bars in Trades | 144 | 278 | 13 | 144 | 278 | 13 |
Avg Bars in Winners | 142 | 262 | 11 | 142 | 262 | 11 |
Avg Bars in Losers | 146 | 302 | 17 | 146 | 302 | 17 |
Bars Traded | 10242 | 9741 | 501 | 10242 | 9741 | 501 |
Profit Streak | 344.1499 | 344.6499 | 344.1499 | 344.1499 | 344.6499 | 344.1499 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -233536 | -141699 | -579555 | -81097 | 401056 | -394540 |
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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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