Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 7216841.2966 | 7197546.4616 | 19294.835 | 3409314.6233 | 4362816.8319 | -953502.2085 |
Total P&L (%) | 7216.8413 | 7197.5465 | 19.2948 | 3409.3146 | 4362.8168 | -953.5022 |
Avg Daily Profit (%) | 3.6746 | 3.6647 | 0.0098 | 0.1813 | 0.1936 | 0 |
Buy And Hold Return (%) | 1400.1977 | 1400.1977 | 1400.1977 | 1400.1977 | 1400.1977 | 1400.1977 |
Max Trade Drawdown | -114338 | -96424 | -84939 | -5211663 | -3180995 | -2551688 |
Profit Factor | 13.8358 | 18.535 | 1.1271 | 1.2124 | 1.3839 | 0.7966 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 36 | 14 | 22 | 36 | 14 | 22 |
Losing Trades | 87 | 47 | 40 | 87 | 47 | 40 |
Profitability (%) | 29.2683 | 22.9508 | 35.4839 | 29.2683 | 22.9508 | 35.4839 |
Ratio Avg Win / Avg Loss | 33.4366 | 62.2247 | 2.0493 | 2.93 | 4.6461 | 1.4484 |
Largest Winning Trade | 7132541 | 7132541 | 30064 | 6642647 | 6642647 | 704096 |
Largest Losing Trade | -36655 | -36655 | -12770 | -1118665 | -1118665 | -537790 |
Avg Bars in Trades | 30 | 55 | 6 | 30 | 55 | 6 |
Avg Bars in Winners | 68 | 157 | 11 | 68 | 157 | 11 |
Avg Bars in Losers | 14 | 24 | 3 | 14 | 24 | 3 |
Bars Traded | 3742 | 3359 | 383 | 3742 | 3359 | 383 |
Profit Streak | 420.5517 | 0 | 459.5517 | 420.5517 | 0 | 459.5517 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 463242 | -177863 | -583925 | -5543 | -194121 | -737975 |
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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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