Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2581451.9643 | 2591045.6924 | -9593.7281 | 5967086.8986 | 10406825.4806 | -4439738.582 |
Total P&L (%) | 2581.452 | 2591.0457 | -9.5937 | 5967.0869 | 10406.8255 | -4439.7386 |
Avg Daily Profit (%) | 1.2633 | 1.2679 | -0.0047 | 0.2011 | 0.228 | 0 |
Buy And Hold Return (%) | 4400.6435 | 4400.6435 | 4400.6435 | 4400.6435 | 4400.6435 | 4400.6435 |
Max Trade Drawdown | -157782 | -77415 | -162496 | -4819752 | -2944050 | -5846741 |
Profit Factor | 4.8261 | 10.648 | 0.9764 | 1.3351 | 2.7007 | 0.6201 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 49.1228 | 48.2759 | 50 | 49.1228 | 48.2759 | 50 |
Ratio Avg Win / Avg Loss | 4.9985 | 11.4086 | 0.9764 | 1.3828 | 2.8936 | 0.6201 |
Largest Winning Trade | 1635611 | 1635611 | 67510 | 4713813 | 4713813 | 1982142 |
Largest Losing Trade | -78032 | -38550 | -78032 | -4723685 | -1539533 | -4723685 |
Avg Bars in Trades | 66 | 63 | 69 | 66 | 63 | 69 |
Avg Bars in Winners | 87 | 80 | 94 | 87 | 80 | 94 |
Avg Bars in Losers | 45 | 47 | 43 | 45 | 47 | 43 |
Bars Traded | 3778 | 1837 | 1942 | 3778 | 1837 | 1942 |
Profit Streak | 304.4422 | 422.9422 | 0 | 304.4422 | 422.9422 | 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 | -323795 | -143063 | -601833 | -225942 | 345125 | -601833 |
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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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