Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3415782.7981 | 3372939.6786 | 42843.1195 | 18510617.0111 | 30598306.1346 | -12087689.1235 |
Total P&L (%) | 3415.7828 | 3372.9397 | 42.8431 | 18510.617 | 30598.3061 | -12087.6891 |
Avg Daily Profit (%) | 1.6722 | 1.6512 | 0.021 | 0.2562 | 0.2808 | 0 |
Buy And Hold Return (%) | 3249.6169 | 3249.6169 | 3249.6169 | 3249.6169 | 3249.6169 | 3249.6169 |
Max Trade Drawdown | -110151 | -68127 | -92749 | -22585186 | -14685352 | -27697906 |
Profit Factor | 6.8222 | 12.7112 | 1.1434 | 1.2299 | 1.9558 | 0.7507 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 43.8596 | 41.3793 | 46.4286 | 43.8596 | 41.3793 | 46.4286 |
Ratio Avg Win / Avg Loss | 8.7324 | 18.0075 | 1.3194 | 1.5743 | 2.7707 | 0.8662 |
Largest Winning Trade | 1675811 | 1675811 | 75844 | 17689554 | 17689554 | 11790611 |
Largest Losing Trade | -44327 | -44327 | -42483 | -10461137 | -7889923 | -10461137 |
Avg Bars in Trades | 203 | 202 | 205 | 203 | 202 | 205 |
Avg Bars in Winners | 327 | 336 | 319 | 327 | 336 | 319 |
Avg Bars in Losers | 107 | 107 | 106 | 107 | 107 | 106 |
Bars Traded | 11610 | 5858 | 5752 | 11610 | 5858 | 5752 |
Profit Streak | 314.6671 | 323.1671 | 0 | 314.6671 | 323.1671 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -308718 | -133979 | -415799 | -172884 | 360054 | -603222 |
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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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