Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1572691.0086 | 1501136.4784 | 71554.5302 | 49958746.6507 | 65877016.8534 | -15918270.2027 |
Total P&L (%) | 1572.691 | 1501.1365 | 71.5545 | 49958.7467 | 65877.0169 | -15918.2702 |
Avg Daily Profit (%) | 0.6922 | 0.6607 | 0.0315 | 0.274 | 0.2861 | 0 |
Buy And Hold Return (%) | 9062.0346 | 9062.0346 | 9062.0346 | 9062.0346 | 9062.0346 | 9062.0346 |
Max Trade Drawdown | -66221 | -63460 | -56998 | -57506554 | -28408628 | -43818602 |
Profit Factor | 5.0667 | 8.0782 | 1.4097 | 1.3276 | 1.7696 | 0.762 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 50 | 48.4848 | 51.5152 | 50 | 48.4848 | 51.5152 |
Ratio Avg Win / Avg Loss | 5.0667 | 8.5831 | 1.3268 | 1.3276 | 1.8802 | 0.7172 |
Largest Winning Trade | 578006 | 578006 | 51095 | 68930258 | 68930258 | 12120871 |
Largest Losing Trade | -38133 | -38133 | -32586 | -29097925 | -28408628 | -29097925 |
Avg Bars in Trades | 65 | 69 | 62 | 65 | 69 | 62 |
Avg Bars in Winners | 86 | 101 | 71 | 86 | 101 | 71 |
Avg Bars in Losers | 45 | 39 | 51 | 45 | 39 | 51 |
Bars Traded | 4351 | 2305 | 2046 | 4351 | 2305 | 2046 |
Profit Streak | 0 | 229.0095 | 0 | 0 | 229.0095 | 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 | -274189 | -144914 | -315666 | -120568 | 449597 | -580606 |
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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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