Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1227492.1151 | 1651427.7582 | -423935.6431 | 11888645.6807 | 25167322.4095 | -13278676.7288 |
Total P&L (%) | 1227.4921 | 1651.4278 | -423.9356 | 11888.6457 | 25167.3224 | -13278.6767 |
Avg Daily Profit (%) | 0.6757 | 0.9091 | -0.2334 | 0.2639 | 0.305 | 0 |
Buy And Hold Return (%) | 393.5939 | 393.5939 | 393.5939 | 393.5939 | 393.5939 | 393.5939 |
Max Trade Drawdown | -646793 | -116084 | -586685 | -50776461 | -14049855 | -42043221 |
Profit Factor | 2.1316 | 6.9475 | 0.4748 | 1.0987 | 1.5871 | 0.8288 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 45 | 21 | 24 | 43 | 23 | 20 |
Losing Trades | 39 | 21 | 18 | 41 | 19 | 22 |
Profitability (%) | 53.5714 | 50 | 57.1429 | 51.1905 | 54.7619 | 47.619 |
Ratio Avg Win / Avg Loss | 1.8473 | 6.9475 | 0.3561 | 1.0476 | 1.3111 | 0.9117 |
Largest Winning Trade | 1628855 | 1628855 | 59145 | 28333267 | 23000859 | 28333267 |
Largest Losing Trade | -441764 | -64399 | -441764 | -28847550 | -8583367 | -28847550 |
Avg Bars in Trades | 41 | 45 | 38 | 41 | 45 | 38 |
Avg Bars in Winners | 33 | 28 | 38 | 46 | 41 | 51 |
Avg Bars in Losers | 51 | 62 | 38 | 37 | 49 | 26 |
Bars Traded | 3512 | 1897 | 1614 | 3512 | 1897 | 1614 |
Profit Streak | 91.9307 | 91.9307 | 144.4307 | 91.9307 | 91.9307 | 144.4307 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 532779 | 732346 | -578846 | -102022 | 431759 | -580698 |
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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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