Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2362875.5172 | 2165209.2164 | 197666.3008 | 43047461.8732 | -25729720.5174 | 68777182.3906 |
Total P&L (%) | 2362.8755 | 2165.2092 | 197.6663 | 43047.4619 | -25729.7205 | 68777.1824 |
Avg Daily Profit (%) | 1.32 | 1.2096 | 0.1104 | 0.3395 | 0 | 0.3657 |
Buy And Hold Return (%) | 325.4642 | 325.4642 | 325.4642 | 325.4642 | 325.4642 | 325.4642 |
Max Trade Drawdown | -81863 | -79975 | -36455 | -60375364 | -73412868 | -28815063 |
Profit Factor | 7.6015 | 11.3001 | 2.3381 | 1.2009 | 0.8088 | 1.8624 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 23 | 9 | 14 | 23 | 9 | 14 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 38.9831 | 30 | 48.2759 | 38.9831 | 30 | 48.2759 |
Ratio Avg Win / Avg Loss | 11.8981 | 26.367 | 2.5052 | 1.8796 | 1.8871 | 1.9954 |
Largest Winning Trade | 1156097 | 1156097 | 67452 | 32067005 | 28957685 | 32067005 |
Largest Losing Trade | -23627 | -23627 | -19891 | -17277978 | -13738108 | -17277978 |
Avg Bars in Trades | 357 | 289 | 427 | 357 | 289 | 427 |
Avg Bars in Winners | 666 | 643 | 681 | 666 | 643 | 681 |
Avg Bars in Losers | 159 | 138 | 190 | 159 | 138 | 190 |
Bars Traded | 21084 | 8685 | 12399 | 21084 | 8685 | 12399 |
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 | -161916 | 503746 | -207619 | -174242 | -585825 | 441485 |
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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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