Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5290148.5303 | 5289835.0033 | 313.5271 | 1646065.5653 | 11407495.912 | -9761430.3467 |
Total P&L (%) | 5290.1485 | 5289.835 | 0.3135 | 1646.0656 | 11407.4959 | -9761.4303 |
Avg Daily Profit (%) | 3.1064 | 3.1062 | 0.0002 | 0.1681 | 0.279 | 0 |
Buy And Hold Return (%) | 2298.2301 | 2298.2301 | 2298.2301 | 2298.2301 | 2298.2301 | 2298.2301 |
Max Trade Drawdown | -211535 | -124428 | -128277 | -13670734 | -2908924 | -10874912 |
Profit Factor | 9.6206 | 14.0772 | 1.0015 | 1.0806 | 2.3629 | 0.1909 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Profitability (%) | 45.3704 | 40.7407 | 50 | 45.3704 | 40.7407 | 50 |
Ratio Avg Win / Avg Loss | 11.5839 | 20.4759 | 1.0015 | 1.3011 | 3.437 | 0.1909 |
Largest Winning Trade | 5153672 | 5153672 | 44919 | 13904707 | 13904707 | 385851 |
Largest Losing Trade | -69872 | -48880 | -69872 | -9904030 | -1705948 | -9904030 |
Avg Bars in Trades | 187 | 351 | 23 | 187 | 351 | 23 |
Avg Bars in Winners | 235 | 478 | 37 | 235 | 478 | 37 |
Avg Bars in Losers | 148 | 264 | 10 | 148 | 264 | 10 |
Bars Traded | 20262 | 18971 | 1291 | 20262 | 18971 | 1291 |
Profit Streak | 417.6636 | 417.6636 | 445.4969 | 417.6636 | 417.6636 | 445.4969 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 671248 | -164252 | -756033 | -290102 | -171222 | -759594 |
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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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