Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1023020.3251 | 840738.2019 | 182282.1233 | 38383631.8375 | 48460078.8176 | -10076446.98 |
Total P&L (%) | 1023.0203 | 840.7382 | 182.2821 | 38383.6318 | 48460.0788 | -10076.447 |
Avg Daily Profit (%) | 0.4091 | 0.3362 | 0.0729 | 0.2383 | 0.2477 | 0 |
Buy And Hold Return (%) | 942.62 | 942.62 | 942.62 | 942.62 | 942.62 | 942.62 |
Max Trade Drawdown | -75879 | -21047 | -64253 | -15972534 | -4615804 | -21170066 |
Profit Factor | 4.651 | 11.0617 | 1.927 | 2.0696 | 6.6665 | 0.6314 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 22 | 12 | 10 | 22 | 12 | 10 |
Profitability (%) | 62.7119 | 58.6207 | 66.6667 | 62.7119 | 58.6207 | 66.6667 |
Ratio Avg Win / Avg Loss | 2.7654 | 7.8083 | 0.9635 | 1.2305 | 4.7058 | 0.3157 |
Largest Winning Trade | 353248 | 353248 | 49303 | 31608930 | 31608930 | 2681249 |
Largest Losing Trade | -64253 | -11675 | -64253 | -13044408 | -2928125 | -13044408 |
Avg Bars in Trades | 80 | 85 | 74 | 80 | 85 | 74 |
Avg Bars in Winners | 80 | 78 | 81 | 80 | 78 | 81 |
Avg Bars in Losers | 80 | 95 | 62 | 80 | 95 | 62 |
Bars Traded | 4742 | 2493 | 2249 | 4742 | 2493 | 2249 |
Profit Streak | 0 | 117.1291 | 0 | 0 | 117.1291 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -299729 | -146420 | -258392 | -166663 | 669598 | -578665 |
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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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