Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1941949.9144 | 2019291.902 | -77341.9875 | -7277.3149 | 1253680.7023 | -1260958.0172 |
Total P&L (%) | 1941.9499 | 2019.2919 | -77.342 | -7.2773 | 1253.6807 | -1260.958 |
Avg Daily Profit (%) | 0.7747 | 0.8056 | -0.0309 | -0.003 | 0.104 | 0 |
Buy And Hold Return (%) | 470.6819 | 470.6819 | 470.6819 | 470.6819 | 470.6819 | 470.6819 |
Max Trade Drawdown | -255097 | -178406 | -106015 | -2423835 | -1232103 | -1283099 |
Profit Factor | 4.5242 | 7.0539 | 0.6444 | 0.9977 | 1.8618 | 0.2515 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 44.6154 | 37.5 | 51.5152 | 44.6154 | 37.5 | 51.5152 |
Ratio Avg Win / Avg Loss | 5.6163 | 11.7565 | 0.6065 | 1.2385 | 3.1031 | 0.2367 |
Largest Winning Trade | 2064081 | 2064081 | 21159 | 2384494 | 2384494 | 155315 |
Largest Losing Trade | -59330 | -48932 | -59330 | -576579 | -435505 | -576579 |
Avg Bars in Trades | 108 | 200 | 18 | 108 | 200 | 18 |
Avg Bars in Winners | 94 | 215 | 8 | 94 | 215 | 8 |
Avg Bars in Losers | 119 | 191 | 29 | 119 | 191 | 29 |
Bars Traded | 7023 | 6403 | 620 | 7023 | 6403 | 620 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -120086 | 534286 | -580328 | -717482 | -58502 | -580328 |
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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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