Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1495042.3062 | 1717503.0968 | -222460.7906 | -256030.9254 | 2326186.2897 | -2582217.2152 |
Total P&L (%) | 1495.0423 | 1717.5031 | -222.4608 | -256.0309 | 2326.1863 | -2582.2172 |
Avg Daily Profit (%) | 0.6314 | 0.7253 | -0.0939 | 0 | 0.1348 | 0 |
Buy And Hold Return (%) | 432.2569 | 432.2569 | 432.2569 | 432.2569 | 432.2569 | 432.2569 |
Max Trade Drawdown | -423412 | -160073 | -308574 | -7442702 | -3704441 | -5975915 |
Profit Factor | 2.7206 | 6.2214 | 0.588 | 0.9794 | 1.5064 | 0.6708 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 26 | 13 | 13 | 37 | 19 | 18 |
Losing Trades | 43 | 22 | 21 | 32 | 16 | 16 |
Profitability (%) | 37.6812 | 37.1429 | 38.2353 | 53.6232 | 54.2857 | 52.9412 |
Ratio Avg Win / Avg Loss | 4.4994 | 10.5285 | 0.9499 | 0.8471 | 1.2686 | 0.5963 |
Largest Winning Trade | 1636878 | 1636878 | 70710 | 4096132 | 4096132 | 2138367 |
Largest Losing Trade | -206332 | -38898 | -206332 | -3480982 | -1490952 | -3480982 |
Avg Bars in Trades | 99 | 77 | 122 | 99 | 77 | 122 |
Avg Bars in Winners | 134 | 106 | 162 | 108 | 95 | 122 |
Avg Bars in Losers | 79 | 60 | 98 | 90 | 56 | 123 |
Bars Traded | 6896 | 2717 | 4179 | 6896 | 2717 | 4179 |
Profit Streak | 0 | 0 | 0 | 158.8559 | 306.5226 | 158.8559 |
Trades During Streak | 0 | 0 | 0 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -96856 | 496805 | -585370 | -684896 | -10533 | -579448 |
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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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