Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 969016.4331 | 1167024.5756 | -198008.1425 | 284378.1814 | 11526496.9152 | -11242118.7338 |
Total P&L (%) | 969.0164 | 1167.0246 | -198.0081 | 284.3782 | 11526.4969 | -11242.1187 |
Avg Daily Profit (%) | 0.4744 | 0.5713 | -0.0969 | 0.0659 | 0.2331 | 0 |
Buy And Hold Return (%) | 2430.3907 | 2430.3907 | 2430.3907 | 2430.3907 | 2430.3907 | 2430.3907 |
Max Trade Drawdown | -190850 | -122893 | -231939 | -15353717 | -7242002 | -11374237 |
Profit Factor | 2.51 | 4.8119 | 0.41 | 1.0123 | 2.062 | 0.0829 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Losing Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Profitability (%) | 49.1803 | 56.6667 | 41.9355 | 49.1803 | 56.6667 | 41.9355 |
Ratio Avg Win / Avg Loss | 2.5936 | 3.6797 | 0.5677 | 1.046 | 1.5768 | 0.1148 |
Largest Winning Trade | 322959 | 322959 | 19369 | 8630906 | 8630906 | 391024 |
Largest Losing Trade | -87758 | -87758 | -61068 | -7242002 | -7242002 | -4081976 |
Avg Bars in Trades | 165 | 301 | 34 | 165 | 301 | 34 |
Avg Bars in Winners | 137 | 225 | 23 | 137 | 225 | 23 |
Avg Bars in Losers | 192 | 400 | 42 | 192 | 400 | 42 |
Bars Traded | 10113 | 9042 | 1071 | 10113 | 9042 | 1071 |
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 | -316929 | -146092 | -583954 | -643978 | 413822 | -583954 |
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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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