Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1515651.9998 | 1397051.9416 | 118600.0582 | 14685931.8256 | 17906494.6782 | -3220562.8526 |
Total P&L (%) | 1515.652 | 1397.0519 | 118.6001 | 14685.9318 | 17906.4947 | -3220.5629 |
Avg Daily Profit (%) | 0.6876 | 0.6338 | 0.0538 | 0.2269 | 0.2359 | 0 |
Buy And Hold Return (%) | 368.1389 | 368.1389 | 368.1389 | 368.1389 | 368.1389 | 368.1389 |
Max Trade Drawdown | -85564 | -106374 | -54168 | -7050601 | -4423864 | -8117602 |
Profit Factor | 4.3766 | 7.2322 | 1.5278 | 1.6566 | 2.836 | 0.7447 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 37.3134 | 35.2941 | 39.3939 | 37.3134 | 35.2941 | 39.3939 |
Ratio Avg Win / Avg Loss | 7.3528 | 13.2591 | 2.3505 | 2.783 | 5.1993 | 1.1457 |
Largest Winning Trade | 684975 | 684975 | 64799 | 12572080 | 12572080 | 3540249 |
Largest Losing Trade | -41726 | -27801 | -41726 | -5248790 | -1801810 | -5248790 |
Avg Bars in Trades | 126 | 119 | 133 | 126 | 119 | 133 |
Avg Bars in Winners | 220 | 211 | 229 | 220 | 211 | 229 |
Avg Bars in Losers | 70 | 69 | 70 | 70 | 69 | 70 |
Bars Traded | 8464 | 4063 | 4401 | 8464 | 4063 | 4401 |
Profit Streak | 93.027 | 131.027 | 0 | 93.027 | 131.027 | 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 | -108227 | 457234 | -288406 | -114246 | 309229 | -583260 |
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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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