Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3081743.8153 | 3135212.4972 | -53468.6819 | -1571265.0965 | 12393991.7141 | -13965256.8107 |
Total P&L (%) | 3081.7438 | 3135.2125 | -53.4687 | -1571.2651 | 12393.9917 | -13965.2568 |
Avg Daily Profit (%) | 1.5082 | 1.5344 | -0.0262 | 0 | 0.2366 | 0 |
Buy And Hold Return (%) | 4429.7927 | 4429.7927 | 4429.7927 | 4429.7927 | 4429.7927 | 4429.7927 |
Max Trade Drawdown | -202222 | -95041 | -215004 | -21127859 | -4863814 | -16782216 |
Profit Factor | 5.1325 | 10.0908 | 0.8666 | 0.9417 | 2.511 | 0.2547 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 25 | 12 | 13 | 32 | 15 | 17 |
Losing Trades | 32 | 17 | 15 | 25 | 14 | 11 |
Profitability (%) | 43.8596 | 41.3793 | 46.4286 | 56.1404 | 51.7241 | 60.7143 |
Ratio Avg Win / Avg Loss | 6.5696 | 14.2953 | 0.9999 | 0.7357 | 2.3436 | 0.1648 |
Largest Winning Trade | 1601568 | 1601568 | 79195 | 16259720 | 16259720 | 1884365 |
Largest Losing Trade | -111744 | -57597 | -111744 | -13476025 | -3117799 | -13476025 |
Avg Bars in Trades | 101 | 100 | 103 | 101 | 100 | 103 |
Avg Bars in Winners | 148 | 161 | 136 | 86 | 99 | 75 |
Avg Bars in Losers | 65 | 57 | 74 | 121 | 101 | 146 |
Bars Traded | 5809 | 2919 | 2890 | 5809 | 2919 | 2890 |
Profit Streak | 478.0121 | 478.0121 | 502.0121 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -324638 | -145892 | -602262 | -759481 | 360506 | -600444 |
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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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