Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2166592.0045 | 2109861.002 | 56731.0025 | 1205014.3626 | -5756409.0581 | 6961423.4207 |
Total P&L (%) | 2166.592 | 2109.861 | 56.731 | 1205.0144 | -5756.4091 | 6961.4234 |
Avg Daily Profit (%) | 1.207 | 1.1754 | 0.0316 | 0.1432 | 0 | 0.2375 |
Buy And Hold Return (%) | 462.1827 | 462.1827 | 462.1827 | 462.1827 | 462.1827 | 462.1827 |
Max Trade Drawdown | -228701 | -238305 | -8677 | -60572842 | -59887609 | -2065312 |
Profit Factor | 6.3642 | 6.6485 | 2.8681 | 1.0178 | 0.9099 | 2.8038 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Profitability (%) | 57.377 | 60 | 54.8387 | 57.377 | 60 | 54.8387 |
Ratio Avg Win / Avg Loss | 4.7277 | 4.4323 | 2.362 | 0.7561 | 0.6066 | 2.309 |
Largest Winning Trade | 1843383 | 1843383 | 19658 | 23534908 | 23534908 | 4148485 |
Largest Losing Trade | -67117 | -67117 | -7080 | -32378698 | -32378698 | -2065312 |
Avg Bars in Trades | 111 | 218 | 7 | 111 | 218 | 7 |
Avg Bars in Winners | 56 | 100 | 10 | 56 | 100 | 10 |
Avg Bars in Losers | 185 | 396 | 4 | 185 | 396 | 4 |
Bars Traded | 6809 | 6566 | 243 | 6809 | 6566 | 243 |
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 | -144606 | 775761 | -310103 | -372581 | -579529 | 524675 |
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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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