Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1441857.037 | 1462603.9505 | -20746.9135 | -103247.1479 | 2342968.8289 | -2446215.9768 |
Total P&L (%) | 1441.857 | 1462.604 | -20.7469 | -103.2471 | 2342.9688 | -2446.216 |
Avg Daily Profit (%) | 0.802 | 0.8136 | -0.0115 | 0 | 0.1779 | 0 |
Buy And Hold Return (%) | 403.973 | 403.973 | 403.973 | 403.973 | 403.973 | 403.973 |
Max Trade Drawdown | -106087 | -92577 | -139637 | -2741476 | -269520 | -2741562 |
Profit Factor | 3.1842 | 5.8046 | 0.9417 | 0.9677 | 9.4351 | 0.1622 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 28 | 13 | 15 | 35 | 21 | 14 |
Losing Trades | 34 | 18 | 16 | 27 | 10 | 17 |
Profitability (%) | 45.1613 | 41.9355 | 48.3871 | 56.4516 | 67.7419 | 45.1613 |
Ratio Avg Win / Avg Loss | 3.8665 | 8.0371 | 1.0045 | 0.7465 | 4.4929 | 0.197 |
Largest Winning Trade | 1072023 | 1072023 | 68086 | 2009141 | 2009141 | 428442 |
Largest Losing Trade | -100193 | -52784 | -100193 | -2736820 | -269520 | -2736820 |
Avg Bars in Trades | 110 | 92 | 128 | 110 | 92 | 128 |
Avg Bars in Winners | 171 | 152 | 188 | 67 | 69 | 65 |
Avg Bars in Losers | 60 | 49 | 71 | 165 | 141 | 179 |
Bars Traded | 6855 | 2876 | 3978 | 6855 | 2876 | 3978 |
Profit Streak | 0 | 0 | 31.0174 | 20.2674 | 28.2674 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143733 | 569774 | -579238 | -737886 | 661594 | -582699 |
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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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