Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1518556.32 | 1466900.1642 | 51656.1558 | 38140516.8308 | 38507345.9622 | -366829.1314 |
Total P&L (%) | 1518.5563 | 1466.9002 | 51.6562 | 38140.5168 | 38507.346 | -366.8291 |
Avg Daily Profit (%) | 0.6682 | 0.6455 | 0.0227 | 0.262 | 0.2624 | 0 |
Buy And Hold Return (%) | 9826.6282 | 9826.6282 | 9826.6282 | 9826.6282 | 9826.6282 | 9826.6282 |
Max Trade Drawdown | -95705 | -92849 | -102829 | -30661562 | -12277966 | -30661562 |
Profit Factor | 4.3278 | 9.6521 | 1.1801 | 1.4621 | 2.189 | 0.9927 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 56.0606 | 54.5455 | 57.5758 | 56.0606 | 54.5455 | 57.5758 |
Ratio Avg Win / Avg Loss | 3.3921 | 8.0434 | 0.8696 | 1.146 | 1.8242 | 0.7315 |
Largest Winning Trade | 527986 | 527986 | 60720 | 34666980 | 34666980 | 18664309 |
Largest Losing Trade | -44500 | -33392 | -44500 | -30661562 | -9527879 | -30661562 |
Avg Bars in Trades | 65 | 72 | 58 | 65 | 72 | 58 |
Avg Bars in Winners | 83 | 89 | 77 | 83 | 89 | 77 |
Avg Bars in Losers | 43 | 52 | 33 | 43 | 52 | 33 |
Bars Traded | 4331 | 2391 | 1940 | 4331 | 2391 | 1940 |
Profit Streak | 0 | 113.2474 | 0 | 0 | 113.2474 | 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 | -274150 | -144276 | -351375 | -120399 | 416495 | -579820 |
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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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