Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2172035.2689 | 2092028.6546 | 80006.6143 | 1887876.6974 | 4653203.046 | -2765326.3486 |
Total P&L (%) | 2172.0353 | 2092.0287 | 80.0066 | 1887.8767 | 4653.203 | -2765.3263 |
Avg Daily Profit (%) | 0.9763 | 0.9404 | 0.036 | 0.1345 | 0.1737 | 0 |
Buy And Hold Return (%) | 251.1186 | 251.1186 | 251.1186 | 251.1186 | 251.1186 | 251.1186 |
Max Trade Drawdown | -173763 | -119726 | -77133 | -18997089 | -8407015 | -10612297 |
Profit Factor | 5.3468 | 8.4056 | 1.3684 | 1.0493 | 1.246 | 0.8575 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 53.8462 | 50 | 57.5758 | 53.8462 | 50 | 57.5758 |
Ratio Avg Win / Avg Loss | 4.5829 | 8.4056 | 1.0083 | 0.8994 | 1.246 | 0.6319 |
Largest Winning Trade | 1959943 | 1959943 | 50525 | 8435963 | 8435963 | 3731508 |
Largest Losing Trade | -52800 | -51367 | -52800 | -8957629 | -4536483 | -8957629 |
Avg Bars in Trades | 97 | 141 | 55 | 97 | 141 | 55 |
Avg Bars in Winners | 105 | 155 | 63 | 105 | 155 | 63 |
Avg Bars in Losers | 89 | 127 | 45 | 89 | 127 | 45 |
Bars Traded | 6355 | 4523 | 1832 | 6355 | 4523 | 1832 |
Profit Streak | 0 | 120.8725 | 0 | 0 | 120.8725 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -114132 | 818717 | -309174 | -316597 | 305744 | -579820 |
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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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