Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1023829.5117 | 834321.3443 | 189508.1674 | 47359008.5583 | 56051482.6454 | -8692474.0871 |
Total P&L (%) | 1023.8295 | 834.3213 | 189.5082 | 47359.0086 | 56051.4826 | -8692.4741 |
Avg Daily Profit (%) | 0.4094 | 0.3336 | 0.0758 | 0.2467 | 0.2534 | 0 |
Buy And Hold Return (%) | 828.4665 | 828.4665 | 828.4665 | 828.4665 | 828.4665 | 828.4665 |
Max Trade Drawdown | -65043 | -35378 | -49690 | -22539510 | -6443126 | -18657282 |
Profit Factor | 4.2055 | 7.1653 | 2.0296 | 2.2894 | 5.3602 | 0.6359 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 21 | 10 | 11 | 21 | 10 | 11 |
Profitability (%) | 66.6667 | 67.7419 | 65.625 | 66.6667 | 67.7419 | 65.625 |
Ratio Avg Win / Avg Loss | 2.1028 | 3.412 | 1.0631 | 1.1447 | 2.5525 | 0.3331 |
Largest Winning Trade | 328770 | 328770 | 46508 | 40113155 | 40113155 | 3633717 |
Largest Losing Trade | -49690 | -35378 | -49690 | -16096383 | -6443126 | -16096383 |
Avg Bars in Trades | 76 | 83 | 70 | 76 | 83 | 70 |
Avg Bars in Winners | 79 | 83 | 74 | 79 | 83 | 74 |
Avg Bars in Losers | 72 | 83 | 61 | 72 | 83 | 61 |
Bars Traded | 4845 | 2595 | 2250 | 4845 | 2595 | 2250 |
Profit Streak | 0 | 224.0221 | 0 | 0 | 224.0221 | 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 | -224213 | -142637 | -252814 | -137154 | 712349 | -578784 |
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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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