Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1846923.0104 | 1791457.5536 | 55465.4568 | 1114789.2609 | 2624317.2406 | -1509527.9797 |
Total P&L (%) | 1846.923 | 1791.4576 | 55.4655 | 1114.7893 | 2624.3172 | -1509.528 |
Avg Daily Profit (%) | 0.9821 | 0.9526 | 0.0295 | 0.1329 | 0.1759 | 0 |
Buy And Hold Return (%) | 310.3399 | 310.3399 | 310.3399 | 310.3399 | 310.3399 | 310.3399 |
Max Trade Drawdown | -188405 | -167151 | -69598 | -8413849 | -4995516 | -4125635 |
Profit Factor | 4.434 | 5.6133 | 1.371 | 1.0857 | 1.332 | 0.7042 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 45.3125 | 37.5 | 53.125 | 45.3125 | 37.5 | 53.125 |
Ratio Avg Win / Avg Loss | 5.3513 | 9.3555 | 1.2097 | 1.3103 | 2.22 | 0.6213 |
Largest Winning Trade | 1448925 | 1448925 | 39774 | 5990265 | 5990265 | 1643069 |
Largest Losing Trade | -50403 | -40706 | -50403 | -3672342 | -1872159 | -3672342 |
Avg Bars in Trades | 83 | 122 | 45 | 83 | 122 | 45 |
Avg Bars in Winners | 116 | 207 | 52 | 116 | 207 | 52 |
Avg Bars in Losers | 56 | 71 | 37 | 56 | 71 | 37 |
Bars Traded | 5362 | 3919 | 1443 | 5362 | 3919 | 1443 |
Profit Streak | 0 | 231.8133 | 0 | 0 | 231.8133 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -125595 | 604958 | -318371 | -289669 | 190863 | -580405 |
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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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