Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1048039.7541 | 868535.168 | 179504.5861 | 45721601.6654 | 59477798.1391 | -13756196.4737 |
Total P&L (%) | 1048.0398 | 868.5352 | 179.5046 | 45721.6017 | 59477.7981 | -13756.1965 |
Avg Daily Profit (%) | 0.5032 | 0.417 | 0.0862 | 0.2946 | 0.3073 | 0 |
Buy And Hold Return (%) | 1131.019 | 1131.019 | 1131.019 | 1131.019 | 1131.019 | 1131.019 |
Max Trade Drawdown | -53347 | -27350 | -57382 | -25730196 | -11303624 | -24907481 |
Profit Factor | 4.4461 | 9.8666 | 1.8707 | 1.7647 | 4.4864 | 0.6781 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Profitability (%) | 58.4615 | 59.375 | 57.5758 | 58.4615 | 59.375 | 57.5758 |
Ratio Avg Win / Avg Loss | 3.1591 | 6.7508 | 1.3784 | 1.2539 | 3.0696 | 0.4996 |
Largest Winning Trade | 351248 | 351248 | 47091 | 42661936 | 42661936 | 8286027 |
Largest Losing Trade | -50322 | -18094 | -50322 | -16622200 | -7769189 | -16622200 |
Avg Bars in Trades | 374 | 401 | 348 | 374 | 401 | 348 |
Avg Bars in Winners | 433 | 455 | 410 | 433 | 455 | 410 |
Avg Bars in Losers | 291 | 322 | 263 | 291 | 322 | 263 |
Bars Traded | 24327 | 12840 | 11487 | 24327 | 12840 | 11487 |
Profit Streak | 0 | 169.8775 | 0 | 0 | 169.8775 | 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 | -282662 | -145206 | -240272 | -123821 | 666851 | -579820 |
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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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