Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2218430.8742 | 2346746.689 | -128315.8148 | -21245.2411 | 659345.8013 | -680591.0424 |
Total P&L (%) | 2218.4309 | 2346.7467 | -128.3158 | -21.2452 | 659.3458 | -680.591 |
Avg Daily Profit (%) | 0.9357 | 0.9898 | -0.0541 | -0.0101 | 0.0855 | 0 |
Buy And Hold Return (%) | 654.6975 | 654.6975 | 654.6975 | 654.6975 | 654.6975 | 654.6975 |
Max Trade Drawdown | -216900 | -190314 | -117494 | -2289698 | -1652687 | -674658 |
Profit Factor | 4.5377 | 6.9207 | 0.4439 | 0.9931 | 1.3095 | 0.2954 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 17 | 10 | 7 | 17 | 10 | 7 |
Losing Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Profitability (%) | 27.8689 | 33.3333 | 22.5806 | 27.8689 | 33.3333 | 22.5806 |
Ratio Avg Win / Avg Loss | 11.7445 | 13.8415 | 1.5219 | 2.5705 | 2.6189 | 1.0128 |
Largest Winning Trade | 2332695 | 2332695 | 51444 | 2254387 | 2254387 | 142084 |
Largest Losing Trade | -45765 | -45765 | -27274 | -538977 | -538977 | -380652 |
Avg Bars in Trades | 108 | 187 | 31 | 108 | 187 | 31 |
Avg Bars in Winners | 207 | 316 | 52 | 207 | 316 | 52 |
Avg Bars in Losers | 69 | 122 | 25 | 69 | 122 | 25 |
Bars Traded | 6593 | 5611 | 982 | 6593 | 5611 | 982 |
Profit Streak | 0 | 105.8864 | 0 | 0 | 105.8864 | 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 | -165474 | 478790 | -618518 | -761448 | -246620 | -619629 |
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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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