Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 20939299.0932 | 21143804.0709 | -204504.9777 | 24121.8015 | 585805.2601 | -561683.4586 |
Total P&L (%) | 20939.2991 | 21143.8041 | -204.505 | 24.1218 | 585.8053 | -561.6835 |
Avg Daily Profit (%) | 9.2638 | 9.3543 | -0.0905 | 0.0096 | 0.0852 | 0 |
Buy And Hold Return (%) | 9162.4561 | 9162.4561 | 9162.4561 | 9162.4561 | 9162.4561 | 9162.4561 |
Max Trade Drawdown | -317944 | -202929 | -212233 | -7712419 | -6181962 | -1648855 |
Profit Factor | 30.1885 | 51.9533 | 0.3238 | 1.0027 | 1.0851 | 0.7349 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Losing Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Profitability (%) | 42.4242 | 48.4848 | 36.3636 | 42.4242 | 48.4848 | 36.3636 |
Ratio Avg Win / Avg Loss | 40.9702 | 55.2003 | 0.5666 | 1.3608 | 1.1529 | 1.2862 |
Largest Winning Trade | 21149527 | 21149527 | 17171 | 6519834 | 6519834 | 1124848 |
Largest Losing Trade | -66296 | -66296 | -50554 | -5109519 | -5109519 | -823871 |
Avg Bars in Trades | 195 | 240 | 150 | 195 | 240 | 150 |
Avg Bars in Winners | 228 | 261 | 185 | 228 | 261 | 185 |
Avg Bars in Losers | 170 | 221 | 129 | 170 | 221 | 129 |
Bars Traded | 12895 | 7941 | 4954 | 12895 | 7941 | 4954 |
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 | -112238 | 684725 | -586105 | -695140 | -372067 | -584439 |
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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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