Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 556935.2333 | 587939.5994 | -31004.3661 | 113399.5815 | 9195413.3938 | -9082013.8123 |
Total P&L (%) | 556.9352 | 587.9396 | -31.0044 | 113.3996 | 9195.4134 | -9082.0138 |
Avg Daily Profit (%) | 0.3105 | 0.3278 | -0.0173 | 0.0423 | 0.253 | 0 |
Buy And Hold Return (%) | 250.907 | 250.907 | 250.907 | 250.907 | 250.907 | 250.907 |
Max Trade Drawdown | -312778 | -273981 | -88528 | -27708161 | -24375092 | -9548796 |
Profit Factor | 1.8171 | 2.1351 | 0.8105 | 1.0027 | 1.3331 | 0.3618 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 65 | 35 | 30 | 65 | 35 | 30 |
Losing Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Profitability (%) | 63.1068 | 68.6275 | 57.6923 | 63.1068 | 68.6275 | 57.6923 |
Ratio Avg Win / Avg Loss | 1.0623 | 0.976 | 0.5944 | 0.5862 | 0.6094 | 0.2653 |
Largest Winning Trade | 185602 | 185602 | 11037 | 9205559 | 9205559 | 1748146 |
Largest Losing Trade | -65625 | -65625 | -24573 | -16349763 | -16349763 | -4726749 |
Avg Bars in Trades | 100 | 199 | 3 | 100 | 199 | 3 |
Avg Bars in Winners | 44 | 80 | 2 | 44 | 80 | 2 |
Avg Bars in Losers | 197 | 462 | 4 | 197 | 462 | 4 |
Bars Traded | 10361 | 10195 | 166 | 10361 | 10195 | 166 |
Profit Streak | 83.3654 | 84.032 | 83.3654 | 83.3654 | 84.032 | 83.3654 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317849 | -171269 | -759000 | -518498 | -169972 | -759000 |
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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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