Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2479750.6922 | 2411387.8566 | 68362.8356 | 3688436.0029 | 8229958.1301 | -4541522.1272 |
Total P&L (%) | 2479.7507 | 2411.3879 | 68.3628 | 3688.436 | 8229.9581 | -4541.5221 |
Avg Daily Profit (%) | 1.1124 | 1.0817 | 0.0307 | 0.1632 | 0.1986 | 0 |
Buy And Hold Return (%) | 637.3841 | 637.3841 | 637.3841 | 637.3841 | 637.3841 | 637.3841 |
Max Trade Drawdown | -196448 | -100697 | -105540 | -43254228 | -16834569 | -29077088 |
Profit Factor | 5.0466 | 9.4767 | 1.2082 | 1.0406 | 1.1761 | 0.8971 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 48.5714 | 48.5714 | 48.5714 | 48.5714 | 48.5714 | 48.5714 |
Ratio Avg Win / Avg Loss | 5.3435 | 10.0342 | 1.2793 | 1.1018 | 1.2453 | 0.9499 |
Largest Winning Trade | 2137617 | 2137617 | 54579 | 21172802 | 21172802 | 11345765 |
Largest Losing Trade | -60325 | -32732 | -60325 | -16456081 | -9559256 | -16456081 |
Avg Bars in Trades | 187 | 183 | 191 | 187 | 183 | 191 |
Avg Bars in Winners | 269 | 255 | 284 | 269 | 255 | 284 |
Avg Bars in Losers | 110 | 115 | 104 | 110 | 115 | 104 |
Bars Traded | 13140 | 6428 | 6712 | 13140 | 6428 | 6712 |
Profit Streak | 29.5158 | 42.0158 | 0 | 29.5158 | 42.0158 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -79846 | 702338 | -318737 | -267760 | -18836 | -581343 |
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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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