Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1053321.312 | 831783.7775 | 221537.5345 | 111379907.6048 | 133653271.0159 | -22273363.4112 |
Total P&L (%) | 1053.3213 | 831.7838 | 221.5375 | 111379.9076 | 133653.271 | -22273.3634 |
Avg Daily Profit (%) | 0.421 | 0.3324 | 0.0885 | 0.2808 | 0.2881 | 0 |
Buy And Hold Return (%) | 681.1787 | 681.1787 | 681.1787 | 681.1787 | 681.1787 | 681.1787 |
Max Trade Drawdown | -49555 | -26298 | -50329 | -71076616 | -35415198 | -48223618 |
Profit Factor | 6.114 | 11.4427 | 2.7538 | 2.048 | 3.6472 | 0.6008 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Losing Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Profitability (%) | 57.5758 | 60.6061 | 54.5455 | 57.5758 | 60.6061 | 54.5455 |
Ratio Avg Win / Avg Loss | 4.505 | 7.4378 | 2.2948 | 1.5091 | 2.3707 | 0.5006 |
Largest Winning Trade | 259295 | 259295 | 62855 | 122958181 | 122958181 | 6457571 |
Largest Losing Trade | -22942 | -22942 | -22439 | -32743607 | -32743607 | -16440662 |
Avg Bars in Trades | 108 | 130 | 86 | 108 | 130 | 86 |
Avg Bars in Winners | 127 | 151 | 102 | 127 | 151 | 102 |
Avg Bars in Losers | 83 | 100 | 68 | 83 | 100 | 68 |
Bars Traded | 7188 | 4321 | 2867 | 7188 | 4321 | 2867 |
Profit Streak | 75.8315 | 94.1648 | 0 | 75.8315 | 94.1648 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -118418 | -76985 | -234706 | -114338 | 644509 | -580213 |
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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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