Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 577439.0965 | 532020.9471 | 45418.1494 | -23582034.5082 | 22582869.309 | -46164903.8171 |
Total P&L (%) | 577.4391 | 532.0209 | 45.4181 | -23582.0345 | 22582.8693 | -46164.9038 |
Avg Daily Profit (%) | 0.2309 | 0.2128 | 0.0182 | 0 | 0.2172 | 0 |
Buy And Hold Return (%) | 878.459 | 878.459 | 878.459 | 878.459 | 878.459 | 878.459 |
Max Trade Drawdown | -185851 | -66370 | -181934 | -55949572 | -2839697 | -55648672 |
Profit Factor | 2.642 | 7.0374 | 1.1723 | 0.6118 | 7.6988 | 0.1954 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 41 | 22 | 19 | 42 | 23 | 19 |
Losing Trades | 22 | 10 | 12 | 21 | 9 | 12 |
Profitability (%) | 65.0794 | 68.75 | 61.2903 | 66.6667 | 71.875 | 61.2903 |
Ratio Avg Win / Avg Loss | 1.4177 | 3.1988 | 0.7404 | 0.3059 | 3.0126 | 0.1234 |
Largest Winning Trade | 100413 | 100413 | 51150 | 10700042 | 10700042 | 2864856 |
Largest Losing Trade | -180501 | -49105 | -180501 | -55610106 | -2117983 | -55610106 |
Avg Bars in Trades | 73 | 75 | 71 | 73 | 75 | 71 |
Avg Bars in Winners | 64 | 66 | 62 | 67 | 70 | 62 |
Avg Bars in Losers | 90 | 97 | 84 | 86 | 88 | 84 |
Bars Traded | 4633 | 2423 | 2210 | 4633 | 2423 | 2210 |
Profit Streak | 0 | 0 | 0 | 175.5948 | 176.5948 | 175.5948 |
Trades During Streak | 0 | 0 | 0 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -302592 | -146704 | -365566 | -728261 | 737485 | -578771 |
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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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