Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 938654.9522 | 791229.7076 | 147425.2447 | 19317685.9104 | 24883406.1122 | -5565720.2018 |
Total P&L (%) | 938.655 | 791.2297 | 147.4252 | 19317.6859 | 24883.4061 | -5565.7202 |
Avg Daily Profit (%) | 0.3754 | 0.3164 | 0.059 | 0.2109 | 0.221 | 0 |
Buy And Hold Return (%) | 815.2931 | 815.2931 | 815.2931 | 815.2931 | 815.2931 | 815.2931 |
Max Trade Drawdown | -64744 | -45989 | -52916 | -9859967 | -3043410 | -10344813 |
Profit Factor | 3.7211 | 7.2002 | 1.6783 | 1.9664 | 5.0021 | 0.5959 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Profitability (%) | 60.3175 | 54.8387 | 65.625 | 60.3175 | 54.8387 | 65.625 |
Ratio Avg Win / Avg Loss | 2.4481 | 5.9296 | 0.8791 | 1.2937 | 4.1194 | 0.3121 |
Largest Winning Trade | 366774 | 366774 | 47749 | 18018867 | 18018867 | 1008393 |
Largest Losing Trade | -52362 | -17416 | -52362 | -7103285 | -2756682 | -7103285 |
Avg Bars in Trades | 76 | 85 | 69 | 76 | 85 | 69 |
Avg Bars in Winners | 76 | 82 | 71 | 76 | 82 | 71 |
Avg Bars in Losers | 77 | 88 | 64 | 77 | 88 | 64 |
Bars Traded | 4845 | 2635 | 2210 | 4845 | 2635 | 2210 |
Profit Streak | 0 | 125.7436 | 0 | 0 | 125.7436 | 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 | -251972 | -147062 | -277578 | -138906 | 618037 | -578784 |
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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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