Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1592934.6194 | 1506010.041 | 86924.5784 | 66016517.2575 | 83704803.2566 | -17688285.9991 |
Total P&L (%) | 1592.9346 | 1506.01 | 86.9246 | 66016.5173 | 83704.8033 | -17688.286 |
Avg Daily Profit (%) | 0.8516 | 0.8051 | 0.0465 | 0.3478 | 0.3605 | 0 |
Buy And Hold Return (%) | 9261.0085 | 9261.0085 | 9261.0085 | 9261.0085 | 9261.0085 | 9261.0085 |
Max Trade Drawdown | -65954 | -24599 | -73073 | -34572740 | -5889407 | -33544245 |
Profit Factor | 6.0637 | 24.8349 | 1.3458 | 1.765 | 6.1059 | 0.747 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Profitability (%) | 60.3448 | 62.069 | 58.6207 | 60.3448 | 62.069 | 58.6207 |
Ratio Avg Win / Avg Loss | 3.9847 | 15.1769 | 0.95 | 1.1599 | 3.7314 | 0.5273 |
Largest Winning Trade | 620011 | 620011 | 60460 | 40635187 | 40635187 | 26715714 |
Largest Losing Trade | -48658 | -17295 | -48658 | -27684880 | -5022672 | -27684880 |
Avg Bars in Trades | 120 | 125 | 114 | 120 | 125 | 114 |
Avg Bars in Winners | 143 | 158 | 127 | 143 | 158 | 127 |
Avg Bars in Losers | 84 | 71 | 96 | 84 | 71 | 96 |
Bars Traded | 6965 | 3641 | 3324 | 6965 | 3641 | 3324 |
Profit Streak | 0 | 112.3263 | 0 | 0 | 112.3263 | 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 | -322197 | -142006 | -296863 | -166622 | 720363 | -579715 |
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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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