Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1452645.1333 | 1313537.3021 | 139107.8312 | 917143.5745 | -22362879.1125 | 23280022.687 |
Total P&L (%) | 1452.6451 | 1313.5373 | 139.1078 | 917.1436 | -22362.8791 | 23280.0227 |
Avg Daily Profit (%) | 0.6093 | 0.551 | 0.0584 | 0.0973 | 0 | 0.2291 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -251731 | -109304 | -167603 | -128610624 | -62167254 | -69254443 |
Profit Factor | 3.2334 | 5.7056 | 1.3747 | 1.006 | 0.7208 | 1.317 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 46.9697 | 45.4545 | 48.4848 | 46.9697 | 45.4545 | 48.4848 |
Ratio Avg Win / Avg Loss | 3.6506 | 6.8467 | 1.4606 | 1.1358 | 0.8649 | 1.3993 |
Largest Winning Trade | 802822 | 802822 | 76877 | 44799949 | 30327082 | 44799949 |
Largest Losing Trade | -89273 | -37258 | -89273 | -48297486 | -48297486 | -37708349 |
Avg Bars in Trades | 213 | 180 | 246 | 213 | 180 | 246 |
Avg Bars in Winners | 321 | 276 | 363 | 321 | 276 | 363 |
Avg Bars in Losers | 117 | 100 | 136 | 117 | 100 | 136 |
Bars Traded | 14076 | 5948 | 8128 | 14076 | 5948 | 8128 |
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 | -112239 | 632068 | -115078 | -406508 | -582570 | 282950 |
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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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