Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1067048.6432 | 877918.1308 | 189130.5124 | 51769888.9087 | 56167104.5248 | -4397215.6161 |
Total P&L (%) | 1067.0486 | 877.9181 | 189.1305 | 51769.8889 | 56167.1045 | -4397.2156 |
Avg Daily Profit (%) | 0.4267 | 0.3511 | 0.0756 | 0.2503 | 0.2536 | 0 |
Buy And Hold Return (%) | 733.0897 | 733.0897 | 733.0897 | 733.0897 | 733.0897 | 733.0897 |
Max Trade Drawdown | -74932 | -38899 | -58325 | -17911978 | -10359331 | -13589031 |
Profit Factor | 4.5091 | 7.1098 | 2.1792 | 2.1747 | 3.4226 | 0.7895 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Losing Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Profitability (%) | 53.125 | 59.375 | 46.875 | 53.125 | 59.375 | 46.875 |
Ratio Avg Win / Avg Loss | 3.9786 | 4.8646 | 2.4697 | 1.9188 | 2.3418 | 0.8947 |
Largest Winning Trade | 328139 | 328139 | 54999 | 43891139 | 43891139 | 3825048 |
Largest Losing Trade | -51380 | -38199 | -51380 | -9767118 | -9767118 | -8241817 |
Avg Bars in Trades | 149 | 165 | 132 | 149 | 165 | 132 |
Avg Bars in Winners | 170 | 171 | 168 | 170 | 171 | 168 |
Avg Bars in Losers | 125 | 156 | 101 | 125 | 156 | 101 |
Bars Traded | 9538 | 5294 | 4244 | 9538 | 5294 | 4244 |
Profit Streak | 83.8027 | 115.5527 | 0 | 83.8027 | 115.5527 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149177 | -84711 | -254845 | -129931 | 604352 | -582025 |
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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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