Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 8107721.402 | 8114634.9793 | -6913.5773 | 3734295.5717 | 3167058.1509 | 567237.4208 |
Total P&L (%) | 8107.7214 | 8114.635 | -6.9136 | 3734.2956 | 3167.0582 | 567.2374 |
Avg Daily Profit (%) | 4.7608 | 4.7649 | -0.0041 | 0.2144 | 0.2049 | 0.1115 |
Buy And Hold Return (%) | 2108.3818 | 2108.3818 | 2108.3818 | 2108.3818 | 2108.3818 | 2108.3818 |
Max Trade Drawdown | -92062 | -91297 | -17146 | -8783586 | -9114467 | -1401967 |
Profit Factor | 28.371 | 36.3447 | 0.8962 | 1.1768 | 1.1674 | 1.2568 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Profitability (%) | 63.2911 | 56.4103 | 70 | 63.2911 | 56.4103 | 70 |
Ratio Avg Win / Avg Loss | 16.4552 | 28.0845 | 0.3841 | 0.6825 | 0.9021 | 0.5386 |
Largest Winning Trade | 8055870 | 8055870 | 7744 | 11725732 | 11725732 | 304102 |
Largest Losing Trade | -57937 | -57937 | -20045 | -6989842 | -6989842 | -626509 |
Avg Bars in Trades | 247 | 494 | 6 | 247 | 494 | 6 |
Avg Bars in Winners | 253 | 570 | 5 | 253 | 570 | 5 |
Avg Bars in Losers | 236 | 397 | 8 | 236 | 397 | 8 |
Bars Traded | 19562 | 19300 | 262 | 19562 | 19300 | 262 |
Profit Streak | 402.8186 | 0 | 456.5686 | 402.8186 | 0 | 456.5686 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -6578 | 826809 | -576541 | -56688 | -39296 | -207096 |
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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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