Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1923574.9546 | 1925244.5376 | -1669.583 | -124826.5962 | 3975077.8184 | -4099904.4147 |
Total P&L (%) | 1923.575 | 1925.2445 | -1.6696 | -124.8266 | 3975.0778 | -4099.9044 |
Avg Daily Profit (%) | 1.0775 | 1.0784 | -0.0009 | 0 | 0.2079 | 0 |
Buy And Hold Return (%) | 287.1357 | 287.1357 | 287.1357 | 287.1357 | 287.1357 | 287.1357 |
Max Trade Drawdown | -121234 | -120339 | -137619 | -4675385 | -715610 | -4100168 |
Profit Factor | 4.246 | 7.715 | 0.9945 | 0.9768 | 4.6053 | 0.0429 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 24 | 11 | 13 | 36 | 20 | 16 |
Losing Trades | 41 | 21 | 20 | 29 | 12 | 17 |
Profitability (%) | 36.9231 | 34.375 | 39.3939 | 55.3846 | 62.5 | 48.4848 |
Ratio Avg Win / Avg Loss | 7.2537 | 14.7287 | 1.5301 | 0.7869 | 2.7632 | 0.0456 |
Largest Winning Trade | 1130041 | 1130041 | 59414 | 4108541 | 4108541 | 126491 |
Largest Losing Trade | -101011 | -37481 | -101011 | -3930866 | -707111 | -3930866 |
Avg Bars in Trades | 105 | 99 | 110 | 105 | 99 | 110 |
Avg Bars in Winners | 187 | 183 | 191 | 77 | 94 | 57 |
Avg Bars in Losers | 56 | 55 | 58 | 138 | 107 | 160 |
Bars Traded | 6827 | 3177 | 3650 | 6827 | 3177 | 3650 |
Profit Streak | 0 | 0 | 0 | 113.8524 | 113.8524 | 145.8524 |
Trades During Streak | 0 | 0 | 0 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -120914 | 562698 | -582149 | -714654 | 653639 | -580040 |
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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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