Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 6762300.9008 | 6765822.1726 | -3521.2719 | 2117041.033 | 2710801.1734 | -593760.1404 |
Total P&L (%) | 6762.3009 | 6765.8222 | -3.5213 | 2117.041 | 2710.8012 | -593.7601 |
Avg Daily Profit (%) | 3.4449 | 3.4467 | -0.0018 | 0.158 | 0.1701 | 0 |
Buy And Hold Return (%) | 1186.1017 | 1186.1017 | 1186.1017 | 1186.1017 | 1186.1017 | 1186.1017 |
Max Trade Drawdown | -121134 | -128189 | -41014 | -4541572 | -4391937 | -1265634 |
Profit Factor | 11.4563 | 15.5044 | 0.9805 | 1.1313 | 1.2205 | 0.8448 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 51 | 19 | 32 | 51 | 19 | 32 |
Losing Trades | 118 | 65 | 53 | 118 | 65 | 53 |
Profitability (%) | 30.1775 | 22.619 | 37.6471 | 30.1775 | 22.619 | 37.6471 |
Ratio Avg Win / Avg Loss | 26.5068 | 53.0414 | 1.6239 | 2.6176 | 4.1756 | 1.3992 |
Largest Winning Trade | 6723325 | 6723325 | 40019 | 5215040 | 5215040 | 527626 |
Largest Losing Trade | -25942 | -23694 | -25942 | -1177474 | -1177474 | -415748 |
Avg Bars in Trades | 67 | 132 | 2 | 67 | 132 | 2 |
Avg Bars in Winners | 161 | 426 | 3 | 161 | 426 | 3 |
Avg Bars in Losers | 26 | 46 | 2 | 26 | 46 | 2 |
Bars Traded | 11379 | 11136 | 243 | 11379 | 11136 | 243 |
Profit Streak | 426.3432 | 426.3432 | 426.8432 | 426.3432 | 426.3432 | 426.8432 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 635035 | -16924 | -581890 | -81061 | -36547 | -583002 |
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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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