Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 909685.7025 | 854000.1564 | 55685.546 | 1896566.6668 | -1840605.5103 | 3737172.177 |
Total P&L (%) | 909.6857 | 854.0002 | 55.6855 | 1896.5667 | -1840.6055 | 3737.1722 |
Avg Daily Profit (%) | 0.401 | 0.3765 | 0.0245 | 0.1321 | 0 | 0.1609 |
Buy And Hold Return (%) | 126.1589 | 126.1589 | 126.1589 | 126.1589 | 126.1589 | 126.1589 |
Max Trade Drawdown | -83868 | -90109 | -43473 | -10048832 | -10518540 | -179288 |
Profit Factor | 2.8689 | 3.0133 | 1.8898 | 1.1023 | 0.8987 | 11.2771 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Profitability (%) | 61.9048 | 61.2903 | 62.5 | 61.9048 | 61.2903 | 62.5 |
Ratio Avg Win / Avg Loss | 1.7655 | 1.9032 | 1.1339 | 0.6783 | 0.5676 | 6.7663 |
Largest Winning Trade | 351229 | 351229 | 24148 | 2624717 | 2624717 | 1389239 |
Largest Losing Trade | -79409 | -79409 | -12262 | -9318269 | -9318269 | -122401 |
Avg Bars in Trades | 133 | 268 | 2 | 133 | 268 | 2 |
Avg Bars in Winners | 50 | 100 | 2 | 50 | 100 | 2 |
Avg Bars in Losers | 267 | 533 | 1 | 267 | 533 | 1 |
Bars Traded | 8381 | 8309 | 72 | 8381 | 8309 | 72 |
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 | -134223 | 596574 | -321512 | -275425 | -579354 | 651517 |
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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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