Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1065695.5249 | 1163846.1084 | -98150.5836 | 152010.7004 | 9465040.7543 | -9313030.0538 |
Total P&L (%) | 1065.6955 | 1163.8461 | -98.1506 | 152.0107 | 9465.0408 | -9313.0301 |
Avg Daily Profit (%) | 0.5426 | 0.5926 | -0.05 | 0.0471 | 0.2325 | 0 |
Buy And Hold Return (%) | 2834.2614 | 2834.2614 | 2834.2614 | 2834.2614 | 2834.2614 | 2834.2614 |
Max Trade Drawdown | -302780 | -112889 | -218328 | -18479078 | -6699140 | -11779937 |
Profit Factor | 2.8661 | 7.4685 | 0.7491 | 1.0068 | 2.2419 | 0.3712 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Profitability (%) | 59.0164 | 61.2903 | 56.6667 | 59.0164 | 61.2903 | 56.6667 |
Ratio Avg Win / Avg Loss | 1.9904 | 4.717 | 0.5728 | 0.6992 | 1.4159 | 0.2838 |
Largest Winning Trade | 725695 | 725695 | 51916 | 5905312 | 5905312 | 1884410 |
Largest Losing Trade | -71016 | -59784 | -71016 | -10038069 | -3449708 | -10038069 |
Avg Bars in Trades | 58 | 64 | 52 | 58 | 64 | 52 |
Avg Bars in Winners | 59 | 61 | 57 | 59 | 61 | 57 |
Avg Bars in Losers | 56 | 68 | 45 | 56 | 68 | 45 |
Bars Traded | 3552 | 1984 | 1568 | 3552 | 1984 | 1568 |
Profit Streak | 565.7666 | 565.7666 | 573.2666 | 565.7666 | 565.7666 | 573.2666 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -312819 | -143473 | -579002 | -674039 | 397600 | -579002 |
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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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