Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1328023.7338 | 1260573.7509 | 67449.9829 | 41507728.8137 | 25861949.9978 | 15645778.8159 |
Total P&L (%) | 1328.0237 | 1260.5738 | 67.45 | 41507.7288 | 25861.95 | 15645.7788 |
Avg Daily Profit (%) | 0.7127 | 0.6765 | 0.0362 | 0.3242 | 0.2988 | 0.2719 |
Buy And Hold Return (%) | 9366.1058 | 9366.1058 | 9366.1058 | 9366.1058 | 9366.1058 | 9366.1058 |
Max Trade Drawdown | -117799 | -139540 | -72108 | -4321891 | -4567801 | -1465231 |
Profit Factor | 5.4575 | 9.0464 | 1.4775 | 5.0697 | 4.9333 | 5.3174 |
Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Winning Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Losing Trades | 22 | 9 | 13 | 22 | 9 | 13 |
Profitability (%) | 61.4035 | 67.8571 | 55.1724 | 61.4035 | 67.8571 | 55.1724 |
Ratio Avg Win / Avg Loss | 3.4304 | 4.2852 | 1.2004 | 3.1867 | 2.3368 | 4.3204 |
Largest Winning Trade | 570970 | 570970 | 34008 | 6241795 | 6241795 | 5857827 |
Largest Losing Trade | -53529 | -53529 | -32438 | -2387641 | -2387641 | -1211991 |
Avg Bars in Trades | 118 | 202 | 36 | 118 | 202 | 36 |
Avg Bars in Winners | 116 | 179 | 41 | 116 | 179 | 41 |
Avg Bars in Losers | 120 | 250 | 31 | 120 | 250 | 31 |
Bars Traded | 6740 | 5671 | 1069 | 6740 | 5671 | 1069 |
Profit Streak | 220.414 | 220.414 | 337.914 | 220.414 | 220.414 | 337.914 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -321843 | -162905 | -307176 | -161508 | -4461 | 344644 |
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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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