Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1039591.2948 | 830295.137 | 209296.1578 | 70636811.4936 | 129631563.5103 | -58994752.0167 |
Total P&L (%) | 1039.5913 | 830.2951 | 209.2962 | 70636.8115 | 129631.5635 | -58994.752 |
Avg Daily Profit (%) | 0.4158 | 0.3321 | 0.0837 | 0.2628 | 0.2871 | 0 |
Buy And Hold Return (%) | 918.8997 | 918.8997 | 918.8997 | 918.8997 | 918.8997 | 918.8997 |
Max Trade Drawdown | -67162 | -61919 | -73573 | -65113191 | -4446165 | -77255177 |
Profit Factor | 4.4617 | 8.5642 | 2.0984 | 1.6866 | 19.3352 | 0.3842 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Losing Trades | 16 | 6 | 10 | 16 | 6 | 10 |
Profitability (%) | 73.3333 | 80 | 66.6667 | 73.3333 | 80 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.6224 | 2.141 | 1.0492 | 0.6133 | 4.8338 | 0.1921 |
Largest Winning Trade | 173675 | 173675 | 59643 | 82652099 | 82652099 | 6974770 |
Largest Losing Trade | -67162 | -44369 | -67162 | -30128030 | -3114819 | -30128030 |
Avg Bars in Trades | 76 | 86 | 66 | 76 | 86 | 66 |
Avg Bars in Winners | 84 | 88 | 80 | 84 | 88 | 80 |
Avg Bars in Losers | 53 | 76 | 39 | 53 | 76 | 39 |
Bars Traded | 4588 | 2585 | 2003 | 4588 | 2585 | 2003 |
Profit Streak | 57.8333 | 280.8333 | 0 | 57.8333 | 280.8333 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -277547 | -142870 | -241989 | -160922 | 810812 | -578665 |
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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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