Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2709793.4568 | 2638846.246 | 70947.2109 | 33192826.6941 | 25713387.5929 | 7479439.1012 |
Total P&L (%) | 2709.7935 | 2638.8462 | 70.9472 | 33192.8267 | 25713.3876 | 7479.4391 |
Avg Daily Profit (%) | 1.3261 | 1.2913 | 0.0347 | 0.2846 | 0.2721 | 0.212 |
Buy And Hold Return (%) | 4444.5094 | 4444.5094 | 4444.5094 | 4444.5094 | 4444.5094 | 4444.5094 |
Max Trade Drawdown | -104982 | -72703 | -106796 | -11516731 | -10398567 | -5176684 |
Profit Factor | 6.3748 | 9.8604 | 1.3438 | 1.7725 | 1.8602 | 1.572 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 43.1034 | 41.3793 | 44.8276 | 43.1034 | 41.3793 | 44.8276 |
Ratio Avg Win / Avg Loss | 8.4147 | 13.9689 | 1.6539 | 2.3397 | 2.6353 | 1.9348 |
Largest Winning Trade | 1346931 | 1346931 | 68400 | 12958873 | 12958873 | 5036393 |
Largest Losing Trade | -49396 | -39324 | -49396 | -6520828 | -6520828 | -2917492 |
Avg Bars in Trades | 64 | 85 | 43 | 64 | 85 | 43 |
Avg Bars in Winners | 102 | 158 | 50 | 102 | 158 | 50 |
Avg Bars in Losers | 35 | 33 | 36 | 35 | 33 | 36 |
Bars Traded | 3721 | 2470 | 1251 | 3721 | 2470 | 1251 |
Profit Streak | 314.0014 | 423.0014 | 0 | 314.0014 | 423.0014 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -325221 | -146102 | -312897 | -169472 | 321464 | -72 |
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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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