Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1650209.086 | 1762789.4921 | -112580.4061 | -37444.6336 | 626532.894 | -663977.5276 |
Total P&L (%) | 1650.2091 | 1762.7895 | -112.5804 | -37.4446 | 626.5329 | -663.9775 |
Avg Daily Profit (%) | 0.7304 | 0.7802 | -0.0498 | -0.0208 | 0.0878 | 0 |
Buy And Hold Return (%) | 144.0708 | 144.0708 | 144.0708 | 144.0708 | 144.0708 | 144.0708 |
Max Trade Drawdown | -293032 | -219544 | -161534 | -3291747 | -2477411 | -827291 |
Profit Factor | 2.9421 | 3.8366 | 0.5067 | 0.991 | 1.201 | 0.3691 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Profitability (%) | 42.2414 | 41.3793 | 43.1034 | 42.2414 | 41.3793 | 43.1034 |
Ratio Avg Win / Avg Loss | 4.0229 | 5.4351 | 0.6689 | 1.3551 | 1.7014 | 0.4872 |
Largest Winning Trade | 1614433 | 1614433 | 16777 | 2770161 | 2770161 | 281676 |
Largest Losing Trade | -53413 | -53413 | -25405 | -1066255 | -1066255 | -256913 |
Avg Bars in Trades | 113 | 212 | 14 | 113 | 212 | 14 |
Avg Bars in Winners | 144 | 280 | 13 | 144 | 280 | 13 |
Avg Bars in Losers | 90 | 164 | 14 | 90 | 164 | 14 |
Bars Traded | 13146 | 12327 | 819 | 13146 | 12327 | 819 |
Profit Streak | 0 | 0 | 128.863 | 0 | 0 | 128.863 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 557288 | -163469 | -762278 | -581820 | -260035 | -762278 |
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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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