Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2541637.8607 | 2608511.9712 | -66874.1105 | -489697.3196 | 22921863.6318 | -23411560.9515 |
Total P&L (%) | 2541.6379 | 2608.512 | -66.8741 | -489.6973 | 22921.8636 | -23411.561 |
Avg Daily Profit (%) | 1.2439 | 1.2766 | -0.0327 | 0 | 0.2665 | 0 |
Buy And Hold Return (%) | 4547.1761 | 4547.1761 | 4547.1761 | 4547.1761 | 4547.1761 | 4547.1761 |
Max Trade Drawdown | -216640 | -125950 | -194135 | -16113197 | -2510898 | -24010477 |
Profit Factor | 4.7975 | 10.636 | 0.8322 | 0.9829 | 8.0158 | 0.0786 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 30 | 14 | 16 | 33 | 16 | 17 |
Losing Trades | 38 | 20 | 18 | 35 | 18 | 17 |
Profitability (%) | 44.1176 | 41.1765 | 47.0588 | 48.5294 | 47.0588 | 50 |
Ratio Avg Win / Avg Loss | 6.0768 | 15.1942 | 0.9363 | 1.0425 | 9.0178 | 0.0786 |
Largest Winning Trade | 1883682 | 1883682 | 77480 | 13279736 | 13279736 | 819480 |
Largest Losing Trade | -105681 | -37380 | -105681 | -16113197 | -2285989 | -16113197 |
Avg Bars in Trades | 86 | 80 | 92 | 86 | 80 | 92 |
Avg Bars in Winners | 150 | 163 | 140 | 81 | 92 | 72 |
Avg Bars in Losers | 36 | 23 | 50 | 91 | 70 | 113 |
Bars Traded | 5900 | 2750 | 3150 | 5900 | 2750 | 3150 |
Profit Streak | 0 | 0 | 0 | 281.1588 | 281.1588 | 391.8255 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -260645 | -147118 | -581939 | -692491 | 549225 | -579831 |
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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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