Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 77640.5587 | 888012.3684 | -810371.8097 | -173338.5724 | -28135311.3554 | 27961972.7829 |
Total P&L (%) | 77.6406 | 888.0124 | -810.3718 | -173.3386 | -28135.3114 | 27961.9728 |
Avg Daily Profit (%) | 0.038 | 0.4346 | -0.3966 | 0 | 0 | 0.2762 |
Buy And Hold Return (%) | 3066.1385 | 3066.1385 | 3066.1385 | 3066.1385 | 3066.1385 | 3066.1385 |
Max Trade Drawdown | -777831 | -73144 | -934058 | -34790640 | -31300064 | -7743646 |
Profit Factor | 1.0528 | 3.9873 | 0.3096 | 0.9973 | 0.4357 | 2.8959 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 35 | 16 | 19 | 30 | 14 | 16 |
Losing Trades | 24 | 14 | 10 | 29 | 16 | 13 |
Profitability (%) | 59.322 | 53.3333 | 65.5172 | 50.8475 | 46.6667 | 55.1724 |
Ratio Avg Win / Avg Loss | 0.7219 | 3.4889 | 0.1629 | 0.9641 | 0.4979 | 2.3529 |
Largest Winning Trade | 385107 | 385107 | 63704 | 29429067 | 16827622 | 29429067 |
Largest Losing Trade | -762973 | -54950 | -762973 | -23812122 | -23812122 | -7115885 |
Avg Bars in Trades | 66 | 56 | 77 | 66 | 56 | 77 |
Avg Bars in Winners | 72 | 66 | 76 | 67 | 63 | 70 |
Avg Bars in Losers | 59 | 44 | 80 | 66 | 50 | 86 |
Bars Traded | 3949 | 1697 | 2252 | 3949 | 1697 | 2252 |
Profit Streak | 0 | 0 | 313.6669 | 305.1669 | 311.1669 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -650350 | -148298 | -578234 | -759580 | -581534 | 534015 |
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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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