Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1026345.6831 | 874572.2583 | 151773.4247 | 25778157.6037 | 35855033.8448 | -10076876.2412 |
Total P&L (%) | 1026.3457 | 874.5723 | 151.7734 | 25778.1576 | 35855.0338 | -10076.8762 |
Avg Daily Profit (%) | 0.4104 | 0.3497 | 0.0607 | 0.2224 | 0.2356 | 0 |
Buy And Hold Return (%) | 781.5781 | 781.5781 | 781.5781 | 781.5781 | 781.5781 | 781.5781 |
Max Trade Drawdown | -94787 | -60126 | -76495 | -31374189 | -15801296 | -20288428 |
Profit Factor | 2.806 | 4.3377 | 1.4955 | 1.4422 | 2.2533 | 0.6606 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Losing Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Profitability (%) | 52.6316 | 53.0303 | 52.2388 | 52.6316 | 53.0303 | 52.2388 |
Ratio Avg Win / Avg Loss | 2.5254 | 3.8419 | 1.3674 | 1.298 | 1.9958 | 0.604 |
Largest Winning Trade | 362634 | 362634 | 59834 | 37471225 | 37471225 | 3795810 |
Largest Losing Trade | -26402 | -25993 | -26402 | -11831223 | -7566130 | -11831223 |
Avg Bars in Trades | 35 | 42 | 29 | 35 | 42 | 29 |
Avg Bars in Winners | 42 | 48 | 36 | 42 | 48 | 36 |
Avg Bars in Losers | 28 | 35 | 21 | 28 | 35 | 21 |
Bars Traded | 4747 | 2792 | 1955 | 4747 | 2792 | 1955 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -52461 | -235922 | -392504 | 355515 | -111156 | -696890 |
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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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