Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 941475.6714 | 750837.0921 | 190638.5793 | 32396079.3068 | 49812935.464 | -17416856.1572 |
Total P&L (%) | 941.4757 | 750.8371 | 190.6386 | 32396.0793 | 49812.9355 | -17416.8562 |
Avg Daily Profit (%) | 0.3765 | 0.3003 | 0.0762 | 0.2316 | 0.2488 | 0 |
Buy And Hold Return (%) | 944.6333 | 944.6333 | 944.6333 | 944.6333 | 944.6333 | 944.6333 |
Max Trade Drawdown | -67196 | -52400 | -67196 | -23756386 | -3391600 | -23756386 |
Profit Factor | 4.3477 | 8.9284 | 2.022 | 1.8824 | 11.7293 | 0.457 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 14 | 7 | 7 | 14 | 7 | 7 |
Profitability (%) | 75.8621 | 75.8621 | 75.8621 | 75.8621 | 75.8621 | 75.8621 |
Ratio Avg Win / Avg Loss | 1.3834 | 2.8408 | 0.6434 | 0.5989 | 3.7321 | 0.1454 |
Largest Winning Trade | 172256 | 172256 | 48751 | 28229082 | 28229082 | 2031720 |
Largest Losing Trade | -67196 | -46400 | -67196 | -23756386 | -2933082 | -23756386 |
Avg Bars in Trades | 127 | 140 | 114 | 127 | 140 | 114 |
Avg Bars in Winners | 124 | 136 | 111 | 124 | 136 | 111 |
Avg Bars in Losers | 137 | 153 | 121 | 137 | 153 | 121 |
Bars Traded | 7384 | 4074 | 3310 | 7384 | 4074 | 3310 |
Profit Streak | 0 | 352.2899 | 0 | 0 | 352.2899 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -326172 | -143714 | -252561 | -167044 | 778448 | -577480 |
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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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