Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1460743.2916 | 1484288.3647 | -23545.0731 | -90084.5532 | 4939611.5502 | -5029696.1034 |
Total P&L (%) | 1460.7433 | 1484.2884 | -23.5451 | -90.0846 | 4939.6116 | -5029.6961 |
Avg Daily Profit (%) | 0.8148 | 0.828 | -0.0131 | -0.1288 | 0.2189 | 0 |
Buy And Hold Return (%) | 204.8881 | 204.8881 | 204.8881 | 204.8881 | 204.8881 | 204.8881 |
Max Trade Drawdown | -196040 | -155309 | -137388 | -5076840 | -69576 | -5147528 |
Profit Factor | 3.2162 | 6.6812 | 0.9408 | 0.9835 | 42.7966 | 0.0559 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 31 | 12 | 19 | 31 | 12 | 19 |
Losing Trades | 33 | 20 | 13 | 33 | 20 | 13 |
Profitability (%) | 48.4375 | 37.5 | 59.375 | 48.4375 | 37.5 | 59.375 |
Ratio Avg Win / Avg Loss | 3.4237 | 11.1353 | 0.6437 | 1.0469 | 71.3277 | 0.0382 |
Largest Winning Trade | 829164 | 829164 | 54572 | 4491944 | 4491944 | 154856 |
Largest Losing Trade | -98609 | -40850 | -98609 | -5012366 | -24068 | -5012366 |
Avg Bars in Trades | 81 | 65 | 98 | 81 | 65 | 98 |
Avg Bars in Winners | 118 | 113 | 122 | 118 | 113 | 122 |
Avg Bars in Losers | 46 | 36 | 62 | 46 | 36 | 62 |
Bars Traded | 5225 | 2089 | 3136 | 5225 | 2089 | 3136 |
Profit Streak | 0 | 0 | 22.347 | 0 | 0 | 22.347 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -124781 | 605701 | -579046 | -723218 | 426028 | -579046 |
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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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