Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 645108.7938 | 631023.5058 | 14085.288 | 449532.0286 | 6453758.2055 | -6004226.1769 |
Total P&L (%) | 645.1088 | 631.0235 | 14.0853 | 449.532 | 6453.7582 | -6004.2262 |
Avg Daily Profit (%) | 0.258 | 0.2524 | 0.0056 | 0.0682 | 0.1674 | 0 |
Buy And Hold Return (%) | 874.7737 | 874.7737 | 874.7737 | 874.7737 | 874.7737 | 874.7737 |
Max Trade Drawdown | -206410 | -76259 | -159109 | -5244787 | -397164 | -7150946 |
Profit Factor | 2.2345 | 5.615 | 1.0365 | 1.0498 | 9.9133 | 0.2762 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Profitability (%) | 59.6774 | 61.2903 | 58.0645 | 59.6774 | 61.2903 | 58.0645 |
Ratio Avg Win / Avg Loss | 1.5098 | 3.5463 | 0.7486 | 0.7094 | 6.261 | 0.1995 |
Largest Winning Trade | 171438 | 171438 | 60107 | 2943396 | 2943396 | 916688 |
Largest Losing Trade | -82693 | -40806 | -82693 | -4453175 | -246998 | -4453175 |
Avg Bars in Trades | 73 | 85 | 62 | 73 | 85 | 62 |
Avg Bars in Winners | 96 | 99 | 93 | 96 | 99 | 93 |
Avg Bars in Losers | 39 | 62 | 19 | 39 | 62 | 19 |
Bars Traded | 4566 | 2637 | 1929 | 4566 | 2637 | 1929 |
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 | -310236 | -147623 | -532105 | -592310 | 637599 | -579772 |
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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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