Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 720082.7011 | 624020.2004 | 96062.5007 | -4284454.2618 | 22107025.2514 | -26391479.5132 |
Total P&L (%) | 720.0827 | 624.0202 | 96.0625 | -4284.4543 | 22107.0253 | -26391.4795 |
Avg Daily Profit (%) | 0.2879 | 0.2495 | 0.0384 | 0 | 0.2163 | 0 |
Buy And Hold Return (%) | 919.2898 | 919.2898 | 919.2898 | 919.2898 | 919.2898 | 919.2898 |
Max Trade Drawdown | -112400 | -46899 | -137275 | -34562460 | -3731901 | -36030199 |
Profit Factor | 3.0008 | 7.1849 | 1.3709 | 0.9036 | 4.4834 | 0.3075 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 46 | 26 | 20 | 46 | 24 | 22 |
Losing Trades | 23 | 8 | 15 | 23 | 10 | 13 |
Profitability (%) | 66.6667 | 76.4706 | 57.1429 | 66.6667 | 70.5882 | 62.8571 |
Ratio Avg Win / Avg Loss | 1.5004 | 2.2108 | 1.0282 | 0.4518 | 1.8681 | 0.1817 |
Largest Winning Trade | 129002 | 129002 | 61578 | 14140418 | 14140418 | 2620922 |
Largest Losing Trade | -112400 | -46899 | -112400 | -32723353 | -2372464 | -32723353 |
Avg Bars in Trades | 68 | 71 | 64 | 68 | 71 | 64 |
Avg Bars in Winners | 66 | 65 | 68 | 64 | 63 | 65 |
Avg Bars in Losers | 71 | 94 | 58 | 75 | 92 | 62 |
Bars Traded | 4698 | 2443 | 2255 | 4698 | 2443 | 2255 |
Profit Streak | 0 | 0 | 0 | 71.5199 | 71.5199 | 96.5199 |
Trades During Streak | 0 | 0 | 0 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -255096 | -145374 | -305937 | -683240 | 676891 | -578162 |
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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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