Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1108737.9652 | 1002023.7938 | 106714.1714 | 12233827.9444 | 12713350.57 | -479522.6256 |
Total P&L (%) | 1108.738 | 1002.0238 | 106.7142 | 12233.8279 | 12713.3506 | -479.5226 |
Avg Daily Profit (%) | 0.4427 | 0.4001 | 0.0426 | 0.1925 | 0.194 | 0 |
Buy And Hold Return (%) | 1730.9305 | 1730.9305 | 1730.9305 | 1730.9305 | 1730.9305 | 1730.9305 |
Max Trade Drawdown | -114348 | -44617 | -101631 | -35868585 | -16179034 | -24100044 |
Profit Factor | 3.5994 | 6.5324 | 1.4348 | 1.1572 | 1.3779 | 0.9891 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Profitability (%) | 57.5758 | 51.5152 | 63.6364 | 57.5758 | 51.5152 | 63.6364 |
Ratio Avg Win / Avg Loss | 2.6522 | 6.1481 | 0.8199 | 0.8527 | 1.2968 | 0.5652 |
Largest Winning Trade | 502889 | 502889 | 47741 | 21454997 | 21454997 | 10363716 |
Largest Losing Trade | -67511 | -24099 | -67511 | -16030042 | -8845682 | -16030042 |
Avg Bars in Trades | 146 | 126 | 166 | 146 | 126 | 166 |
Avg Bars in Winners | 188 | 164 | 206 | 188 | 164 | 206 |
Avg Bars in Losers | 90 | 86 | 95 | 90 | 86 | 95 |
Bars Traded | 9678 | 4185 | 5493 | 9678 | 4185 | 5493 |
Profit Streak | 15.101 | 0 | 88.101 | 15.101 | 0 | 88.101 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -275829 | -147329 | -299822 | -168263 | 313834 | -578074 |
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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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