Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 943356.9281 | 790575.8042 | 152781.1239 | 17131095.7037 | 59552489.8772 | -42421394.1735 |
Total P&L (%) | 943.3569 | 790.5758 | 152.7811 | 17131.0957 | 59552.4899 | -42421.3942 |
Avg Daily Profit (%) | 0.3772 | 0.3161 | 0.0611 | 0.2061 | 0.2559 | 0 |
Buy And Hold Return (%) | 868.8708 | 868.8708 | 868.8708 | 868.8708 | 868.8708 | 868.8708 |
Max Trade Drawdown | -115992 | -54167 | -107714 | -50319040 | -5347771 | -46823723 |
Profit Factor | 3.5533 | 8.1249 | 1.591 | 1.257 | 8.0509 | 0.2713 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 21 | 10 | 11 | 21 | 10 | 11 |
Profitability (%) | 66.129 | 67.7419 | 64.5161 | 66.129 | 67.7419 | 64.5161 |
Ratio Avg Win / Avg Loss | 1.82 | 3.869 | 0.8751 | 0.6438 | 3.8338 | 0.1492 |
Largest Winning Trade | 181256 | 181256 | 62490 | 43532895 | 43532895 | 3509393 |
Largest Losing Trade | -77510 | -31327 | -77510 | -20052522 | -5347771 | -20052522 |
Avg Bars in Trades | 73 | 86 | 61 | 73 | 86 | 61 |
Avg Bars in Winners | 85 | 88 | 83 | 85 | 88 | 83 |
Avg Bars in Losers | 50 | 81 | 21 | 50 | 81 | 21 |
Bars Traded | 4567 | 2671 | 1896 | 4567 | 2671 | 1896 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -279229 | -145959 | -275096 | -150164 | 694925 | -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) |
---|