Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2061776.2821 | 2099486.9887 | -37710.7066 | 128683.5524 | 4388440.6096 | -4259757.0572 |
Total P&L (%) | 2061.7763 | 2099.487 | -37.7107 | 128.6836 | 4388.4406 | -4259.7571 |
Avg Daily Profit (%) | 1.1527 | 1.1738 | -0.0211 | 0.0463 | 0.2129 | 0 |
Buy And Hold Return (%) | 376.8707 | 376.8707 | 376.8707 | 376.8707 | 376.8707 | 376.8707 |
Max Trade Drawdown | -326447 | -288738 | -87318 | -22571110 | -18665746 | -5396962 |
Profit Factor | 3.5501 | 4.95 | 0.8639 | 1.0044 | 1.2183 | 0.5224 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 65 | 35 | 30 | 65 | 35 | 30 |
Profitability (%) | 36.8932 | 31.3725 | 42.3077 | 36.8932 | 31.3725 | 42.3077 |
Ratio Avg Win / Avg Loss | 6.0725 | 10.8282 | 1.178 | 1.7181 | 2.665 | 0.7124 |
Largest Winning Trade | 1260381 | 1260381 | 43756 | 11532812 | 11532812 | 1484882 |
Largest Losing Trade | -38517 | -38517 | -32367 | -6994952 | -6994952 | -2146283 |
Avg Bars in Trades | 195 | 319 | 74 | 195 | 319 | 74 |
Avg Bars in Winners | 287 | 569 | 82 | 287 | 569 | 82 |
Avg Bars in Losers | 142 | 205 | 68 | 142 | 205 | 68 |
Bars Traded | 20171 | 16303 | 3868 | 20171 | 16303 | 3868 |
Profit Streak | 0 | 95.4201 | 0 | 0 | 95.4201 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 517010 | -166721 | -762158 | -516268 | -178174 | -763824 |
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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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