Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1409092.4041 | 1264343.3013 | 144749.1028 | -10122477.5788 | -5776577.4454 | -4345900.1334 |
Total P&L (%) | 1409.0924 | 1264.3433 | 144.7491 | -10122.4776 | -5776.5774 | -4345.9001 |
Avg Daily Profit (%) | 0.6239 | 0.5598 | 0.0641 | 0 | 0 | 0 |
Buy And Hold Return (%) | 337.1711 | 337.1711 | 337.1711 | 337.1711 | 337.1711 | 337.1711 |
Max Trade Drawdown | -162436 | -68286 | -126821 | -25973349 | -19469706 | -11337668 |
Profit Factor | 4.2076 | 9.0231 | 1.5138 | 0.7739 | 0.7569 | 0.7931 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 33 | 15 | 18 | 34 | 20 | 14 |
Losing Trades | 30 | 17 | 13 | 29 | 12 | 17 |
Profitability (%) | 52.381 | 46.875 | 58.0645 | 53.9683 | 62.5 | 45.1613 |
Ratio Avg Win / Avg Loss | 3.8251 | 10.2262 | 1.0933 | 0.6601 | 0.4542 | 0.963 |
Largest Winning Trade | 717374 | 717374 | 58648 | 6511269 | 5092430 | 6511269 |
Largest Losing Trade | -110516 | -38277 | -110516 | -11537684 | -11537684 | -6057558 |
Avg Bars in Trades | 189 | 120 | 260 | 189 | 120 | 260 |
Avg Bars in Winners | 243 | 130 | 337 | 123 | 111 | 139 |
Avg Bars in Losers | 129 | 110 | 154 | 266 | 134 | 359 |
Bars Traded | 11920 | 3846 | 8074 | 11920 | 3846 | 8074 |
Profit Streak | 0 | 0 | 0 | 147.2509 | 570.0843 | 147.2509 |
Trades During Streak | 0 | 0 | 0 | 3 | 6 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -133879 | 574156 | -270740 | -729911 | -577805 | -582126 |
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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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