Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1009111.1865 | 1053526.0306 | -44414.8441 | 207910.1268 | 4667999.7649 | -4460089.6381 |
Total P&L (%) | 1009.1112 | 1053.526 | -44.4148 | 207.9101 | 4667.9998 | -4460.0896 |
Avg Daily Profit (%) | 0.5523 | 0.5766 | -0.0243 | 0.0616 | 0.2117 | 0 |
Buy And Hold Return (%) | 829.5576 | 829.5576 | 829.5576 | 829.5576 | 829.5576 | 829.5576 |
Max Trade Drawdown | -221763 | -113403 | -161904 | -6609027 | -1506886 | -5393680 |
Profit Factor | 2.644 | 5.2458 | 0.8785 | 1.0225 | 2.9055 | 0.3441 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 52.459 | 53.3333 | 51.6129 | 52.459 | 53.3333 | 51.6129 |
Ratio Avg Win / Avg Loss | 2.3961 | 4.5901 | 0.8236 | 0.9266 | 2.5423 | 0.3225 |
Largest Winning Trade | 716602 | 716602 | 58719 | 5104390 | 5104390 | 465576 |
Largest Losing Trade | -64875 | -34897 | -64875 | -4379462 | -667998 | -4379462 |
Avg Bars in Trades | 85 | 98 | 72 | 85 | 98 | 72 |
Avg Bars in Winners | 80 | 89 | 71 | 80 | 89 | 71 |
Avg Bars in Losers | 90 | 109 | 73 | 90 | 109 | 73 |
Bars Traded | 5211 | 2959 | 2252 | 5211 | 2959 | 2252 |
Profit Streak | 0 | 215.6438 | 0 | 0 | 215.6438 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -248028 | -60782 | -580608 | -639632 | 523367 | -580608 |
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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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