Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2026564.0056 | 1821225.9131 | 205338.0925 | 53147527.3176 | 18367383.4878 | 34780143.8298 |
Total P&L (%) | 2026.564 | 1821.2259 | 205.3381 | 53147.5273 | 18367.3835 | 34780.1438 |
Avg Daily Profit (%) | 0.8925 | 0.802 | 0.0904 | 0.2768 | 0.2301 | 0.2582 |
Buy And Hold Return (%) | 308.9552 | 308.9552 | 308.9552 | 308.9552 | 308.9552 | 308.9552 |
Max Trade Drawdown | -77668 | -45731 | -54331 | -76618912 | -48605050 | -51246051 |
Profit Factor | 6.8131 | 12.0888 | 2.1137 | 1.3005 | 1.2248 | 1.3657 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 27 | 16 | 11 | 27 | 16 | 11 |
Profitability (%) | 57.1429 | 50 | 64.5161 | 57.1429 | 50 | 64.5161 |
Ratio Avg Win / Avg Loss | 5.1099 | 12.0888 | 1.1625 | 0.9754 | 1.2248 | 0.7511 |
Largest Winning Trade | 1272003 | 1272003 | 61405 | 40090356 | 40090356 | 33656073 |
Largest Losing Trade | -38839 | -19700 | -38839 | -41974703 | -22796235 | -41974703 |
Avg Bars in Trades | 136 | 121 | 151 | 136 | 121 | 151 |
Avg Bars in Winners | 183 | 185 | 182 | 183 | 185 | 182 |
Avg Bars in Losers | 72 | 57 | 95 | 72 | 57 | 95 |
Bars Traded | 8585 | 3890 | 4695 | 8585 | 3890 | 4695 |
Profit Streak | 0 | 0 | 166.8065 | 0 | 0 | 166.8065 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -128593 | 753366 | -232297 | -142958 | 283916 | 365832 |
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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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