Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 846311.2723 | 670964.9349 | 175346.3374 | 7544076.8494 | 8397434.041 | -853357.1916 |
Total P&L (%) | 846.3113 | 670.9649 | 175.3463 | 7544.0768 | 8397.434 | -853.3572 |
Avg Daily Profit (%) | 0.4968 | 0.3938 | 0.1029 | 0.2549 | 0.2611 | 0 |
Buy And Hold Return (%) | 106.3127 | 106.3127 | 106.3127 | 106.3127 | 106.3127 | 106.3127 |
Max Trade Drawdown | -77178 | -48344 | -62069 | -20509303 | -10726536 | -12642053 |
Profit Factor | 3.2178 | 4.2823 | 1.9896 | 1.1216 | 1.2657 | 0.972 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 30 | 18 | 12 | 30 | 18 | 12 |
Profitability (%) | 60.5263 | 52.6316 | 68.4211 | 60.5263 | 52.6316 | 68.4211 |
Ratio Avg Win / Avg Loss | 2.0986 | 3.854 | 0.9183 | 0.7315 | 1.1391 | 0.4486 |
Largest Winning Trade | 335292 | 335292 | 49305 | 10204440 | 10204440 | 4665325 |
Largest Losing Trade | -62069 | -27398 | -62069 | -12508905 | -5033783 | -12508905 |
Avg Bars in Trades | 63 | 74 | 52 | 63 | 74 | 52 |
Avg Bars in Winners | 65 | 72 | 60 | 65 | 72 | 60 |
Avg Bars in Losers | 60 | 76 | 35 | 60 | 76 | 35 |
Bars Traded | 4832 | 2828 | 2004 | 4832 | 2828 | 2004 |
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 | -35410 | 606890 | -61398 | -132081 | 316379 | -578377 |
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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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