Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2436799.2728 | 2399622.9403 | 37176.3325 | 556681.8247 | 1375773.8221 | -819091.9975 |
Total P&L (%) | 2436.7993 | 2399.6229 | 37.1763 | 556.6818 | 1375.7738 | -819.092 |
Avg Daily Profit (%) | 1.3143 | 1.2943 | 0.0201 | 0.1016 | 0.1453 | 0 |
Buy And Hold Return (%) | 102.9886 | 102.9886 | 102.9886 | 102.9886 | 102.9886 | 102.9886 |
Max Trade Drawdown | -162285 | -81090 | -140555 | -2251878 | -350935 | -2299729 |
Profit Factor | 5.058 | 11.5607 | 1.0996 | 1.1349 | 2.4603 | 0.7428 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Profitability (%) | 48.3871 | 51.6129 | 45.1613 | 48.3871 | 51.6129 | 45.1613 |
Ratio Avg Win / Avg Loss | 5.3952 | 10.8381 | 1.3352 | 1.2106 | 2.3066 | 0.9019 |
Largest Winning Trade | 2197554 | 2197554 | 78311 | 1061539 | 1061539 | 747354 |
Largest Losing Trade | -83000 | -37209 | -83000 | -1893374 | -160384 | -1893374 |
Avg Bars in Trades | 174 | 215 | 133 | 174 | 215 | 133 |
Avg Bars in Winners | 238 | 300 | 168 | 238 | 300 | 168 |
Avg Bars in Losers | 114 | 125 | 104 | 114 | 125 | 104 |
Bars Traded | 10819 | 6686 | 4133 | 10819 | 6686 | 4133 |
Profit Streak | 2.3086 | 0 | 74.8086 | 2.3086 | 0 | 74.8086 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -139469 | 802528 | -443366 | -291086 | 222868 | -581326 |
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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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