Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1309782.1537 | 1078303.1987 | 231478.955 | 8304259.6464 | 14163062.3628 | -5858802.7164 |
Total P&L (%) | 1309.7822 | 1078.3032 | 231.479 | 8304.2596 | 14163.0624 | -5858.8027 |
Avg Daily Profit (%) | 0.5505 | 0.4532 | 0.0973 | 0.1864 | 0.2087 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119613 | -35832 | -110034 | -49499197 | -4449935 | -52056337 |
Profit Factor | 3.7066 | 8.8654 | 1.6674 | 1.1023 | 2.077 | 0.9139 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 59.4203 | 60 | 58.8235 | 59.4203 | 60 | 58.8235 |
Ratio Avg Win / Avg Loss | 2.5313 | 5.9103 | 1.1672 | 0.7528 | 1.3847 | 0.6397 |
Largest Winning Trade | 611176 | 611176 | 76090 | 16111900 | 5828245 | 16111900 |
Largest Losing Trade | -80435 | -29002 | -80435 | -45270433 | -4449935 | -45270433 |
Avg Bars in Trades | 196 | 130 | 263 | 196 | 130 | 263 |
Avg Bars in Winners | 244 | 149 | 344 | 244 | 149 | 344 |
Avg Bars in Losers | 124 | 102 | 147 | 124 | 102 | 147 |
Bars Traded | 13537 | 4574 | 8963 | 13537 | 4574 | 8963 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -86898 | 720612 | -59907 | -206495 | 440514 | -579651 |
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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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