Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1464117.4317 | 1415520.2593 | 48597.1724 | 28445348.2455 | 32125172.873 | -3679824.6275 |
Total P&L (%) | 1464.1174 | 1415.5203 | 48.5972 | 28445.3482 | 32125.1729 | -3679.8246 |
Avg Daily Profit (%) | 0.7899 | 0.7637 | 0.0262 | 0.3055 | 0.3121 | 0 |
Buy And Hold Return (%) | 6290.9114 | 6290.9114 | 6290.9114 | 6290.9114 | 6290.9114 | 6290.9114 |
Max Trade Drawdown | -89417 | -46622 | -104867 | -14875158 | -6568377 | -9004429 |
Profit Factor | 4.7967 | 10.795 | 1.2016 | 1.8414 | 3.6857 | 0.8316 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 46.2687 | 45.4545 | 47.0588 | 46.2687 | 45.4545 | 47.0588 |
Ratio Avg Win / Avg Loss | 5.5704 | 12.9539 | 1.3517 | 2.1384 | 4.4228 | 0.9355 |
Largest Winning Trade | 560259 | 560259 | 64091 | 14696691 | 14696691 | 6509511 |
Largest Losing Trade | -33196 | -33196 | -30510 | -6927761 | -5191671 | -6927761 |
Avg Bars in Trades | 107 | 107 | 107 | 107 | 107 | 107 |
Avg Bars in Winners | 183 | 197 | 170 | 183 | 197 | 170 |
Avg Bars in Losers | 42 | 32 | 52 | 42 | 32 | 52 |
Bars Traded | 7206 | 3539 | 3667 | 7206 | 3539 | 3667 |
Profit Streak | 0 | 212.2108 | 0 | 0 | 212.2108 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -267780 | -144827 | -325304 | -112053 | 508707 | -581939 |
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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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