Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2305335.9933 | 2309062.7421 | -3726.7489 | 874198.0417 | 1421978.5225 | -547780.4808 |
Total P&L (%) | 2305.336 | 2309.0627 | -3.7267 | 874.198 | 1421.9785 | -547.7805 |
Avg Daily Profit (%) | 1.1066 | 1.1084 | -0.0018 | 0.1093 | 0.1308 | 0 |
Buy And Hold Return (%) | 490.5172 | 490.5172 | 490.5172 | 490.5172 | 490.5172 | 490.5172 |
Max Trade Drawdown | -167623 | -159923 | -14831 | -6438844 | -5965827 | -644486 |
Profit Factor | 6.476 | 7.3601 | 0.9357 | 1.0805 | 1.153 | 0.6488 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 29 | 11 | 18 | 29 | 11 | 18 |
Losing Trades | 37 | 22 | 15 | 37 | 22 | 15 |
Profitability (%) | 43.9394 | 33.3333 | 54.5455 | 43.9394 | 33.3333 | 54.5455 |
Ratio Avg Win / Avg Loss | 8.2625 | 14.7203 | 0.7797 | 1.3786 | 2.3059 | 0.5407 |
Largest Winning Trade | 1822979 | 1822979 | 11639 | 6996108 | 6996108 | 272855 |
Largest Losing Trade | -54264 | -54264 | -14831 | -2060606 | -2060606 | -516396 |
Avg Bars in Trades | 338 | 666 | 10 | 338 | 666 | 10 |
Avg Bars in Winners | 382 | 991 | 10 | 382 | 991 | 10 |
Avg Bars in Losers | 303 | 504 | 9 | 303 | 504 | 9 |
Bars Traded | 22327 | 21996 | 331 | 22327 | 21996 | 331 |
Profit Streak | 208.8381 | 0 | 277.9214 | 208.8381 | 0 | 277.9214 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -110182 | 499039 | -579347 | -317444 | -78882 | -579347 |
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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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