Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 367824.6198 | 941332.9226 | -573508.3028 | 458180704.129 | -437946781.7959 | 896127485.9249 |
Total P&L (%) | 367.8246 | 941.3329 | -573.5083 | 458180.7041 | -437946.7818 | 896127.4859 |
Avg Daily Profit (%) | 0.1623 | 0.4152 | -0.253 | 0.3726 | 0 | 0.4023 |
Buy And Hold Return (%) | 11433.9501 | 11433.9501 | 11433.9501 | 11433.9501 | 11433.9501 | 11433.9501 |
Max Trade Drawdown | -736265 | -44935 | -739699 | -1350146102 | -753723031 | -596437560 |
Profit Factor | 1.3284 | 7.8036 | 0.4159 | 1.2629 | 0.5857 | 2.3064 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 43 | 24 | 19 | 29 | 15 | 14 |
Losing Trades | 22 | 8 | 14 | 36 | 17 | 19 |
Profitability (%) | 66.1538 | 75 | 57.5758 | 44.6154 | 46.875 | 42.4242 |
Ratio Avg Win / Avg Loss | 0.6796 | 2.6012 | 0.3064 | 1.5677 | 0.6637 | 3.1301 |
Largest Winning Trade | 448793 | 448793 | 43426 | 955605103 | 392220662 | 955605103 |
Largest Losing Trade | -705918 | -31926 | -705918 | -385512353 | -385512353 | -286775491 |
Avg Bars in Trades | 66 | 75 | 58 | 66 | 75 | 58 |
Avg Bars in Winners | 67 | 71 | 63 | 66 | 66 | 66 |
Avg Bars in Losers | 64 | 86 | 52 | 66 | 82 | 53 |
Bars Traded | 4338 | 2400 | 1938 | 4338 | 2400 | 1938 |
Profit Streak | 0 | 132.9673 | 0 | 0 | 132.9673 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -293794 | -143203 | -579820 | -127890 | -581065 | 402730 |
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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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