Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1468214.813 | 1433495.8579 | 34718.9551 | 21384537.9453 | 24762765.3696 | -3378227.4242 |
Total P&L (%) | 1468.2148 | 1433.4959 | 34.719 | 21384.5379 | 24762.7654 | -3378.2274 |
Avg Daily Profit (%) | 0.7878 | 0.7692 | 0.0186 | 0.2886 | 0.2964 | 0 |
Buy And Hold Return (%) | 7986.8095 | 7986.8095 | 7986.8095 | 7986.8095 | 7986.8095 | 7986.8095 |
Max Trade Drawdown | -64562 | -42986 | -92253 | -6375788 | -4547280 | -10153804 |
Profit Factor | 4.8077 | 11.9458 | 1.1364 | 1.712 | 3.2108 | 0.8206 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 50 | 52.9412 | 47.0588 | 50 | 52.9412 | 47.0588 |
Ratio Avg Win / Avg Loss | 4.8077 | 10.6185 | 1.2784 | 1.712 | 2.8541 | 0.9232 |
Largest Winning Trade | 648074 | 648074 | 62925 | 10823649 | 10823649 | 6195894 |
Largest Losing Trade | -46413 | -24205 | -46413 | -4323455 | -3097055 | -4323455 |
Avg Bars in Trades | 78 | 82 | 74 | 78 | 82 | 74 |
Avg Bars in Winners | 96 | 113 | 77 | 96 | 113 | 77 |
Avg Bars in Losers | 60 | 47 | 71 | 60 | 47 | 71 |
Bars Traded | 5339 | 2807 | 2532 | 5339 | 2807 | 2532 |
Profit Streak | 0 | 167.8081 | 0 | 0 | 167.8081 | 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 | -258561 | -142628 | -405446 | -104858 | 493024 | -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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