Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4377265.3154 | 4465405.519 | -88140.2035 | 94620.6809 | 1229155.3544 | -1134534.6734 |
Total P&L (%) | 4377.2653 | 4465.4055 | -88.1402 | 94.6207 | 1229.1554 | -1134.5347 |
Avg Daily Profit (%) | 2.1013 | 2.1436 | -0.0423 | 0.032 | 0.1243 | 0 |
Buy And Hold Return (%) | 367.3353 | 367.3353 | 367.3353 | 367.3353 | 367.3353 | 367.3353 |
Max Trade Drawdown | -316865 | -266448 | -84642 | -6816943 | -5455826 | -1904872 |
Profit Factor | 6.5688 | 9.7344 | 0.6792 | 1.01 | 1.1909 | 0.6297 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 50 | 21 | 29 | 50 | 21 | 29 |
Losing Trades | 69 | 38 | 31 | 69 | 38 | 31 |
Profitability (%) | 42.0168 | 35.5932 | 48.3333 | 42.0168 | 35.5932 | 48.3333 |
Ratio Avg Win / Avg Loss | 9.065 | 17.6146 | 0.7261 | 1.3937 | 2.155 | 0.6732 |
Largest Winning Trade | 4413497 | 4413497 | 16498 | 6475275 | 6475275 | 579958 |
Largest Losing Trade | -46556 | -46556 | -27746 | -2322536 | -2322536 | -1008317 |
Avg Bars in Trades | 204 | 357 | 54 | 204 | 357 | 54 |
Avg Bars in Winners | 271 | 573 | 53 | 271 | 573 | 53 |
Avg Bars in Losers | 155 | 237 | 55 | 155 | 237 | 55 |
Bars Traded | 24357 | 21073 | 3284 | 24357 | 21073 | 3284 |
Profit Streak | 3.1744 | 0 | 7.2577 | 3.1744 | 0 | 7.2577 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 685848 | -159700 | -749925 | -529304 | -221494 | -749925 |
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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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