Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1464031.2135 | 1406126.7299 | 57904.4836 | 22004601.8268 | 45253212.456 | -23248610.6292 |
Total P&L (%) | 1464.0312 | 1406.1267 | 57.9045 | 22004.6018 | 45253.2125 | -23248.6106 |
Avg Daily Profit (%) | 0.7897 | 0.7584 | 0.0312 | 0.2916 | 0.3305 | 0 |
Buy And Hold Return (%) | 7984.7505 | 7984.7505 | 7984.7505 | 7984.7505 | 7984.7505 | 7984.7505 |
Max Trade Drawdown | -74315 | -59136 | -89793 | -31213239 | -16467347 | -32551741 |
Profit Factor | 4.2558 | 8.0349 | 1.2318 | 1.2999 | 2.3078 | 0.4004 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 47.6923 | 50 | 45.4545 | 47.6923 | 50 | 45.4545 |
Ratio Avg Win / Avg Loss | 4.6677 | 8.0349 | 1.4782 | 1.4257 | 2.3078 | 0.4805 |
Largest Winning Trade | 570027 | 570027 | 63475 | 30422105 | 30422105 | 5396467 |
Largest Losing Trade | -49125 | -27106 | -49125 | -8802381 | -8802381 | -7809335 |
Avg Bars in Trades | 81 | 91 | 71 | 81 | 91 | 71 |
Avg Bars in Winners | 105 | 115 | 95 | 105 | 115 | 95 |
Avg Bars in Losers | 58 | 66 | 51 | 58 | 66 | 51 |
Bars Traded | 5265 | 2916 | 2349 | 5265 | 2916 | 2349 |
Profit Streak | 0 | 153.8577 | 0 | 0 | 153.8577 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -282348 | -143895 | -319066 | -131321 | 475266 | -582570 |
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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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