Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1014996.8216 | 942162.804 | 72834.0176 | 1940085.5571 | 8908179.5572 | -6968094.0001 |
Total P&L (%) | 1014.9968 | 942.1628 | 72.834 | 1940.0856 | 8908.1796 | -6968.094 |
Avg Daily Profit (%) | 0.5687 | 0.5279 | 0.0408 | 0.1691 | 0.2525 | 0 |
Buy And Hold Return (%) | 254.3021 | 254.3021 | 254.3021 | 254.3021 | 254.3021 | 254.3021 |
Max Trade Drawdown | -299401 | -238788 | -81722 | -189902909 | -185401365 | -14346503 |
Profit Factor | 2.813 | 3.2792 | 1.4973 | 1.0091 | 1.046 | 0.6597 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Profitability (%) | 58.209 | 60.6061 | 55.8824 | 58.209 | 60.6061 | 55.8824 |
Ratio Avg Win / Avg Loss | 2.0196 | 2.1315 | 1.1821 | 0.7245 | 0.6799 | 0.5208 |
Largest Winning Trade | 316422 | 316422 | 34059 | 67555337 | 67555337 | 4641474 |
Largest Losing Trade | -68303 | -68303 | -58899 | -120295354 | -120295354 | -6958005 |
Avg Bars in Trades | 305 | 561 | 57 | 305 | 561 | 57 |
Avg Bars in Winners | 184 | 307 | 55 | 184 | 307 | 55 |
Avg Bars in Losers | 474 | 953 | 59 | 474 | 953 | 59 |
Bars Traded | 20490 | 18544 | 1946 | 20490 | 18544 | 1946 |
Profit Streak | 69.6844 | 0 | 128.351 | 69.6844 | 0 | 128.351 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -105048 | 575096 | -301567 | -323836 | -161782 | -579465 |
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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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