Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3024032.0014 | 3036525.5299 | -12493.5286 | 781022.6922 | 2054145.5685 | -1273122.8762 |
Total P&L (%) | 3024.032 | 3036.5255 | -12.4935 | 781.0227 | 2054.1456 | -1273.1229 |
Avg Daily Profit (%) | 1.4521 | 1.4581 | -0.006 | 0.1045 | 0.1475 | 0 |
Buy And Hold Return (%) | 951.0128 | 951.0128 | 951.0128 | 951.0128 | 951.0128 | 951.0128 |
Max Trade Drawdown | -146300 | -130949 | -18109 | -12119348 | -10833045 | -1323595 |
Profit Factor | 8.2962 | 9.0253 | 0.6539 | 1.0418 | 1.1206 | 0.2221 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 42.8571 | 45.1613 | 40.625 | 42.8571 | 45.1613 | 40.625 |
Ratio Avg Win / Avg Loss | 11.0616 | 10.9593 | 0.9557 | 1.3891 | 1.3607 | 0.3246 |
Largest Winning Trade | 2833125 | 2833125 | 10230 | 12552420 | 12552420 | 149147 |
Largest Losing Trade | -70759 | -70759 | -6020 | -4034677 | -4034677 | -376517 |
Avg Bars in Trades | 394 | 800 | 1 | 394 | 800 | 1 |
Avg Bars in Winners | 436 | 841 | 1 | 436 | 841 | 1 |
Avg Bars in Losers | 363 | 767 | 1 | 363 | 767 | 1 |
Bars Traded | 24862 | 24828 | 34 | 24862 | 24828 | 34 |
Profit Streak | 4.0826 | 0 | 475.2493 | 4.0826 | 0 | 475.2493 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -134889 | 626552 | -582841 | -547500 | -91334 | -582841 |
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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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