Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 881922.215 | 898657.347 | -16735.1321 | 3756441.1557 | 7466553.7564 | -3710112.6008 |
Total P&L (%) | 881.9222 | 898.6573 | -16.7351 | 3756.4412 | 7466.5538 | -3710.1126 |
Avg Daily Profit (%) | 0.3584 | 0.3652 | -0.0068 | 0.1485 | 0.176 | 0 |
Buy And Hold Return (%) | 2880.8362 | 2880.8362 | 2880.8362 | 2880.8362 | 2880.8362 | 2880.8362 |
Max Trade Drawdown | -113317 | -100022 | -105012 | -4122240 | -1910217 | -4855757 |
Profit Factor | 2.9265 | 6.1372 | 0.9408 | 1.3313 | 3.174 | 0.5305 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 41.9355 | 45.1613 | 38.7097 | 41.9355 | 45.1613 | 38.7097 |
Ratio Avg Win / Avg Loss | 4.0521 | 7.4523 | 1.4897 | 1.8434 | 3.8542 | 0.84 |
Largest Winning Trade | 352728 | 352728 | 51851 | 2832860 | 2832860 | 969551 |
Largest Losing Trade | -47429 | -36070 | -47429 | -2353197 | -789149 | -2353197 |
Avg Bars in Trades | 112 | 119 | 105 | 112 | 119 | 105 |
Avg Bars in Winners | 164 | 171 | 157 | 164 | 171 | 157 |
Avg Bars in Losers | 74 | 76 | 72 | 74 | 76 | 72 |
Bars Traded | 6970 | 3708 | 3262 | 6970 | 3708 | 3262 |
Profit Streak | 128.7072 | 128.7072 | 340.0405 | 128.7072 | 128.7072 | 340.0405 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -311752 | -149154 | -582576 | -225150 | 326512 | -584243 |
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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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