Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1283975.6523 | 988354.0933 | 295621.559 | 355795975.8558 | 399088690.8326 | -43292714.9768 |
Total P&L (%) | 1283.9757 | 988.3541 | 295.6216 | 355795.9759 | 399088.6908 | -43292.715 |
Avg Daily Profit (%) | 0.5134 | 0.3952 | 0.1182 | 0.3275 | 0.3321 | 0 |
Buy And Hold Return (%) | 774.3038 | 774.3038 | 774.3038 | 774.3038 | 774.3038 | 774.3038 |
Max Trade Drawdown | -81892 | -25873 | -70011 | -116923984 | -61619986 | -118478887 |
Profit Factor | 7.1728 | 11.6127 | 3.5734 | 2.4304 | 5.2675 | 0.7211 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 20 | 9 | 11 | 20 | 9 | 11 |
Profitability (%) | 67.2131 | 70 | 64.5161 | 67.2131 | 70 | 64.5161 |
Ratio Avg Win / Avg Loss | 3.4989 | 4.9769 | 1.9654 | 1.1856 | 2.2575 | 0.3966 |
Largest Winning Trade | 321214 | 321214 | 50944 | 248152994 | 248152994 | 17082169 |
Largest Losing Trade | -70011 | -20918 | -70011 | -88299146 | -61619986 | -88299146 |
Avg Bars in Trades | 76 | 84 | 69 | 76 | 84 | 69 |
Avg Bars in Winners | 80 | 83 | 76 | 80 | 83 | 76 |
Avg Bars in Losers | 69 | 84 | 57 | 69 | 84 | 57 |
Bars Traded | 4681 | 2524 | 2157 | 4681 | 2524 | 2157 |
Profit Streak | 0 | 161.0029 | 0 | 0 | 161.0029 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153691 | -58028 | -192392 | -151121 | 744065 | -578936 |
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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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