Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1878279.9727 | 1901951.355 | -23671.3823 | 1884042.8303 | 30731863.3022 | -28847820.4719 |
Total P&L (%) | 1878.28 | 1901.9514 | -23.6714 | 1884.0428 | 30731.8633 | -28847.8205 |
Avg Daily Profit (%) | 0.9191 | 0.9307 | -0.0116 | 0.1463 | 0.2809 | 0 |
Buy And Hold Return (%) | 6498.1132 | 6498.1132 | 6498.1132 | 6498.1132 | 6498.1132 | 6498.1132 |
Max Trade Drawdown | -169475 | -92487 | -127223 | -33859579 | -2215843 | -32180044 |
Profit Factor | 4.4931 | 10.1318 | 0.9281 | 1.0472 | 8.7622 | 0.1983 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Profitability (%) | 54.386 | 48.2759 | 60.7143 | 54.386 | 48.2759 | 60.7143 |
Ratio Avg Win / Avg Loss | 3.7684 | 10.8555 | 0.6006 | 0.8783 | 9.3881 | 0.1283 |
Largest Winning Trade | 963344 | 963344 | 78623 | 24596591 | 24596591 | 3533446 |
Largest Losing Trade | -91457 | -30403 | -91457 | -31552002 | -763165 | -31552002 |
Avg Bars in Trades | 64 | 75 | 53 | 64 | 75 | 53 |
Avg Bars in Winners | 85 | 114 | 60 | 85 | 114 | 60 |
Avg Bars in Losers | 39 | 38 | 41 | 39 | 38 | 41 |
Bars Traded | 3681 | 2184 | 1497 | 3681 | 2184 | 1497 |
Profit Streak | 371.5984 | 420.0984 | 371.5984 | 371.5984 | 420.0984 | 371.5984 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -322674 | -143356 | -599858 | -510983 | 586686 | -599858 |
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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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