Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3225328.508 | 3282483.1269 | -57154.6189 | -626113.8027 | 27268388.9609 | -27894502.7635 |
Total P&L (%) | 3225.3285 | 3282.4831 | -57.1546 | -626.1138 | 27268.389 | -27894.5028 |
Avg Daily Profit (%) | 1.5783 | 1.6063 | -0.028 | 0 | 0.275 | 0 |
Buy And Hold Return (%) | 4415.1711 | 4415.1711 | 4415.1711 | 4415.1711 | 4415.1711 | 4415.1711 |
Max Trade Drawdown | -160252 | -93937 | -157592 | -23457271 | -7800928 | -29011098 |
Profit Factor | 6.8137 | 15.287 | 0.8242 | 0.9837 | 4.1191 | 0.0562 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 29 | 15 | 14 | 32 | 18 | 14 |
Losing Trades | 32 | 16 | 16 | 29 | 13 | 16 |
Profitability (%) | 47.541 | 48.3871 | 46.6667 | 52.459 | 58.0645 | 46.6667 |
Ratio Avg Win / Avg Loss | 7.5185 | 16.3061 | 0.9419 | 0.8914 | 2.9749 | 0.0643 |
Largest Winning Trade | 2582011 | 2582011 | 77048 | 17158643 | 17158643 | 668759 |
Largest Losing Trade | -105351 | -54568 | -105351 | -23435431 | -6229490 | -23435431 |
Avg Bars in Trades | 61 | 59 | 63 | 61 | 59 | 63 |
Avg Bars in Winners | 103 | 101 | 105 | 50 | 55 | 44 |
Avg Bars in Losers | 22 | 20 | 25 | 72 | 64 | 79 |
Bars Traded | 3741 | 1846 | 1895 | 3741 | 1846 | 1895 |
Profit Streak | 385.3452 | 393.3452 | 0 | 0 | 0 | 398.3452 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -309778 | -143087 | -582121 | -746459 | 586221 | -580781 |
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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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