Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1021958.5017 | 845920.5549 | 176037.9468 | 29865971.054 | 33775571.5292 | -3909600.4752 |
Total P&L (%) | 1021.9585 | 845.9206 | 176.0379 | 29865.9711 | 33775.5715 | -3909.6005 |
Avg Daily Profit (%) | 0.4087 | 0.3383 | 0.0704 | 0.2283 | 0.2332 | 0 |
Buy And Hold Return (%) | 927.7498 | 927.7498 | 927.7498 | 927.7498 | 927.7498 | 927.7498 |
Max Trade Drawdown | -65206 | -49041 | -65206 | -18791633 | -4545059 | -14511749 |
Profit Factor | 3.0343 | 4.8237 | 1.6262 | 1.7343 | 3.3752 | 0.8522 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 70 | 31 | 39 | 70 | 31 | 39 |
Losing Trades | 60 | 34 | 26 | 60 | 34 | 26 |
Profitability (%) | 53.8462 | 47.6923 | 60 | 53.8462 | 47.6923 | 60 |
Ratio Avg Win / Avg Loss | 2.6008 | 5.2905 | 1.0841 | 1.4866 | 3.7018 | 0.5681 |
Largest Winning Trade | 355977 | 355977 | 39644 | 23989496 | 23989496 | 8185478 |
Largest Losing Trade | -65206 | -19813 | -65206 | -10034326 | -3676662 | -10034326 |
Avg Bars in Trades | 35 | 44 | 26 | 35 | 44 | 26 |
Avg Bars in Winners | 41 | 55 | 29 | 41 | 55 | 29 |
Avg Bars in Losers | 29 | 33 | 23 | 29 | 33 | 23 |
Bars Traded | 4639 | 2890 | 1749 | 4639 | 2890 | 1749 |
Profit Streak | 65.547 | 83.047 | 0 | 65.547 | 83.047 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -117166 | -280912 | -392854 | 426896 | -117243 | -710884 |
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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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