Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1342418.8131 | 1065152.6436 | 277266.1694 | 26844926.2387 | -11182321.7741 | 38027248.0128 |
Total P&L (%) | 1342.4188 | 1065.1526 | 277.2662 | 26844.9262 | -11182.3218 | 38027.248 |
Avg Daily Profit (%) | 0.5636 | 0.4472 | 0.1164 | 0.2352 | 0 | 0.2498 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99333 | -93851 | -61767 | -45997485 | -48962420 | -18423502 |
Profit Factor | 3.8057 | 5.745 | 2.0916 | 1.1963 | 0.8584 | 1.6575 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 60.5634 | 61.1111 | 60 | 60.5634 | 61.1111 | 60 |
Ratio Avg Win / Avg Loss | 2.4781 | 3.6559 | 1.3944 | 0.779 | 0.5462 | 1.105 |
Largest Winning Trade | 645134 | 645134 | 66923 | 14963451 | 12984452 | 14963451 |
Largest Losing Trade | -52083 | -52083 | -45090 | -31008664 | -31008664 | -11645803 |
Avg Bars in Trades | 97 | 74 | 121 | 97 | 74 | 121 |
Avg Bars in Winners | 116 | 95 | 138 | 116 | 95 | 138 |
Avg Bars in Losers | 69 | 41 | 97 | 69 | 41 | 97 |
Bars Traded | 6943 | 2680 | 4263 | 6943 | 2680 | 4263 |
Profit Streak | 0 | 0 | 70.7817 | 0 | 0 | 70.7817 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -71566 | 717473 | -32894 | -87605 | -579339 | 444117 |
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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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