Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1111128.4953 | 1109250.5749 | 1877.9204 | -87776570.8502 | -23084093.8225 | -64692477.0277 |
Total P&L (%) | 1111.1285 | 1109.2506 | 1.8779 | -87776.5709 | -23084.0938 | -64692.477 |
Avg Daily Profit (%) | 0.6175 | 0.6164 | 0.001 | 0 | 0 | 0 |
Buy And Hold Return (%) | 331.6195 | 331.6195 | 331.6195 | 331.6195 | 331.6195 | 331.6195 |
Max Trade Drawdown | -286634 | -47932 | -286634 | -91890459 | -26933664 | -64956794 |
Profit Factor | 3.5324 | 11.2656 | 1.0057 | 0.3192 | 0.5317 | 0.1876 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 38 | 18 | 20 | 19 | 12 | 7 |
Losing Trades | 20 | 11 | 9 | 39 | 17 | 22 |
Profitability (%) | 65.5172 | 62.069 | 68.9655 | 32.7586 | 41.3793 | 24.1379 |
Ratio Avg Win / Avg Loss | 1.8591 | 6.8846 | 0.4526 | 0.6552 | 0.7533 | 0.5896 |
Largest Winning Trade | 629092 | 629092 | 63741 | 9054898 | 9054898 | 4931354 |
Largest Losing Trade | -286634 | -30408 | -286634 | -18641655 | -10032478 | -18641655 |
Avg Bars in Trades | 58 | 49 | 68 | 58 | 49 | 68 |
Avg Bars in Winners | 76 | 65 | 86 | 35 | 42 | 24 |
Avg Bars in Losers | 24 | 22 | 27 | 69 | 54 | 81 |
Bars Traded | 3406 | 1432 | 1974 | 3406 | 1432 | 1974 |
Profit Streak | 0 | 0 | 29.7407 | 18.2407 | 30.2407 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -161963 | 677883 | -570196 | -766697 | -583183 | -614447 |
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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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