Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1135206.7427 | 922884.7934 | 212321.9493 | 49862994.4749 | 58719666.9427 | -8856672.4678 |
Total P&L (%) | 1135.2067 | 922.8848 | 212.3219 | 49862.9945 | 58719.6669 | -8856.6725 |
Avg Daily Profit (%) | 0.454 | 0.3691 | 0.0849 | 0.2488 | 0.2554 | 0 |
Buy And Hold Return (%) | 815.0576 | 815.0576 | 815.0576 | 815.0576 | 815.0576 | 815.0576 |
Max Trade Drawdown | -79748 | -72306 | -79736 | -16733140 | -2698132 | -14887198 |
Profit Factor | 4.7745 | 7.6798 | 2.3058 | 2.4076 | 9.0334 | 0.685 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 17 | 10 | 7 | 17 | 10 | 7 |
Profitability (%) | 72.5806 | 67.7419 | 77.4194 | 72.5806 | 67.7419 | 77.4194 |
Ratio Avg Win / Avg Loss | 1.8037 | 3.657 | 0.6725 | 0.9096 | 4.3016 | 0.1998 |
Largest Winning Trade | 327241 | 327241 | 59470 | 35096768 | 35096768 | 4227530 |
Largest Losing Trade | -79736 | -28765 | -79736 | -14887198 | -2698132 | -14887198 |
Avg Bars in Trades | 73 | 89 | 58 | 73 | 89 | 58 |
Avg Bars in Winners | 82 | 99 | 68 | 82 | 99 | 68 |
Avg Bars in Losers | 50 | 69 | 24 | 50 | 69 | 24 |
Bars Traded | 4584 | 2773 | 1811 | 4584 | 2773 | 1811 |
Profit Streak | 68.4737 | 95.9737 | 0 | 68.4737 | 95.9737 | 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 | -180751 | -103789 | -240241 | -144750 | 714909 | -577263 |
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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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