Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2282256.1117 | 2101324.0282 | 180932.0835 | 24778173.2498 | -11329437.8602 | 36107611.11 |
Total P&L (%) | 2282.2561 | 2101.324 | 180.9321 | 24778.1733 | -11329.4379 | 36107.6111 |
Avg Daily Profit (%) | 1.2687 | 1.1681 | 0.1006 | 0.3071 | 0 | 0.3281 |
Buy And Hold Return (%) | 326.8222 | 326.8222 | 326.8222 | 326.8222 | 326.8222 | 326.8222 |
Max Trade Drawdown | -76332 | -77471 | -35740 | -31078964 | -38930998 | -15079151 |
Profit Factor | 6.6099 | 10.4136 | 1.9854 | 1.213 | 0.838 | 1.7784 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 24 | 8 | 16 | 24 | 8 | 16 |
Losing Trades | 44 | 26 | 18 | 44 | 26 | 18 |
Profitability (%) | 35.2941 | 23.5294 | 47.0588 | 35.2941 | 23.5294 | 47.0588 |
Ratio Avg Win / Avg Loss | 12.1181 | 33.8443 | 2.2336 | 2.2239 | 2.7234 | 2.0007 |
Largest Winning Trade | 1156097 | 1156097 | 67000 | 16201592 | 16201592 | 14603172 |
Largest Losing Trade | -35740 | -19547 | -35740 | -10981325 | -6609263 | -10981325 |
Avg Bars in Trades | 304 | 243 | 366 | 304 | 243 | 366 |
Avg Bars in Winners | 639 | 676 | 620 | 639 | 676 | 620 |
Avg Bars in Losers | 122 | 110 | 140 | 122 | 110 | 140 |
Bars Traded | 20727 | 8280 | 12447 | 20727 | 8280 | 12447 |
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 | -97406 | -14680 | -221868 | -109879 | -614313 | 408374 |
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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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