Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1087609.6418 | 883890.1916 | 203719.4502 | 61721504.8773 | 80269606.0151 | -18548101.1378 |
Total P&L (%) | 1087.6096 | 883.8902 | 203.7195 | 61721.5049 | 80269.606 | -18548.1011 |
Avg Daily Profit (%) | 0.435 | 0.3536 | 0.0815 | 0.2574 | 0.2679 | 0 |
Buy And Hold Return (%) | 721.698 | 721.698 | 721.698 | 721.698 | 721.698 | 721.698 |
Max Trade Drawdown | -53048 | -68012 | -46364 | -43251985 | -19399572 | -32068876 |
Profit Factor | 4.9727 | 7.572 | 2.4627 | 1.9019 | 3.705 | 0.5215 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 21 | 11 | 10 | 21 | 11 | 10 |
Profitability (%) | 66.6667 | 64.5161 | 68.75 | 66.6667 | 64.5161 | 68.75 |
Ratio Avg Win / Avg Loss | 2.4864 | 4.1646 | 1.1194 | 0.951 | 2.0377 | 0.237 |
Largest Winning Trade | 390975 | 390975 | 43717 | 78611094 | 78611094 | 4705842 |
Largest Losing Trade | -40820 | -40820 | -33901 | -19625965 | -16925738 | -19625965 |
Avg Bars in Trades | 154 | 160 | 147 | 154 | 160 | 147 |
Avg Bars in Winners | 143 | 152 | 136 | 143 | 152 | 136 |
Avg Bars in Losers | 174 | 175 | 173 | 174 | 175 | 173 |
Bars Traded | 9709 | 4985 | 4724 | 9709 | 4985 | 4724 |
Profit Streak | 0 | 121.2406 | 0 | 0 | 121.2406 | 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 | -141193 | -75180 | -243953 | -139477 | 657496 | -578379 |
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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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