Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2561673.9865 | 2617694.383 | -56020.3965 | -5085.4623 | 728156.0807 | -733241.543 |
Total P&L (%) | 2561.674 | 2617.6944 | -56.0204 | -5.0855 | 728.1561 | -733.2415 |
Avg Daily Profit (%) | 1.1522 | 1.1774 | -0.0252 | -0.0023 | 0.0951 | 0 |
Buy And Hold Return (%) | 974.7916 | 974.7916 | 974.7916 | 974.7916 | 974.7916 | 974.7916 |
Max Trade Drawdown | -248534 | -219745 | -56007 | -3056944 | -2342295 | -730033 |
Profit Factor | 5.207 | 6.3677 | 0.5379 | 0.9987 | 1.2567 | 0.2885 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 34 | 13 | 21 | 34 | 13 | 21 |
Losing Trades | 77 | 42 | 35 | 77 | 42 | 35 |
Profitability (%) | 30.6306 | 23.6364 | 37.5 | 30.6306 | 23.6364 | 37.5 |
Ratio Avg Win / Avg Loss | 11.7923 | 20.5724 | 0.8965 | 2.2617 | 4.06 | 0.4809 |
Largest Winning Trade | 2669663 | 2669663 | 12906 | 3036945 | 3036945 | 147634 |
Largest Losing Trade | -62023 | -62023 | -12624 | -584862 | -584862 | -194380 |
Avg Bars in Trades | 109 | 218 | 3 | 109 | 218 | 3 |
Avg Bars in Winners | 133 | 341 | 4 | 133 | 341 | 4 |
Avg Bars in Losers | 99 | 179 | 2 | 99 | 179 | 2 |
Bars Traded | 12180 | 11994 | 186 | 12180 | 11994 | 186 |
Profit Streak | 128.4692 | 0 | 142.4692 | 128.4692 | 0 | 142.4692 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407024 | -197527 | -765122 | -584670 | -446556 | -765122 |
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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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