Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3317478.6922 | 3357447.3149 | -39968.6227 | 24284.2549 | 1317065.9049 | -1292781.65 |
Total P&L (%) | 3317.4787 | 3357.4473 | -39.9686 | 24.2843 | 1317.0659 | -1292.7817 |
Avg Daily Profit (%) | 1.7862 | 1.8077 | -0.0215 | 0.0117 | 0.1428 | 0 |
Buy And Hold Return (%) | 73.702 | 73.702 | 73.702 | 73.702 | 73.702 | 73.702 |
Max Trade Drawdown | -213266 | -176350 | -81244 | -4980012 | -4201389 | -1329321 |
Profit Factor | 5.2056 | 6.5982 | 0.7886 | 1.0021 | 1.1442 | 0.4478 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Profitability (%) | 40.2062 | 37.5 | 42.8571 | 40.2062 | 37.5 | 42.8571 |
Ratio Avg Win / Avg Loss | 7.7417 | 10.997 | 1.0515 | 1.4903 | 1.907 | 0.597 |
Largest Winning Trade | 2978300 | 2978300 | 23941 | 3776912 | 3776912 | 171232 |
Largest Losing Trade | -73424 | -73424 | -23500 | -3491199 | -3491199 | -428490 |
Avg Bars in Trades | 55 | 109 | 2 | 55 | 109 | 2 |
Avg Bars in Winners | 77 | 164 | 2 | 77 | 164 | 2 |
Avg Bars in Losers | 40 | 76 | 2 | 40 | 76 | 2 |
Bars Traded | 5384 | 5263 | 121 | 5384 | 5263 | 121 |
Profit Streak | 187.8353 | 189.502 | 187.8353 | 187.8353 | 189.502 | 187.8353 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 712884 | 675723 | -580542 | -563341 | -66528 | -582208 |
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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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