Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 101675.1315 | 747995.1476 | -646320.0161 | -995293.6135 | -36593872.6796 | 35598579.0662 |
Total P&L (%) | 101.6751 | 747.9951 | -646.32 | -995.2936 | -36593.8727 | 35598.5791 |
Avg Daily Profit (%) | 0.0498 | 0.366 | -0.3163 | 0 | 0 | 0.288 |
Buy And Hold Return (%) | 3721.8579 | 3721.8579 | 3721.8579 | 3721.8579 | 3721.8579 | 3721.8579 |
Max Trade Drawdown | -589618 | -165613 | -737244 | -66597243 | -52268458 | -14421600 |
Profit Factor | 1.0725 | 2.6394 | 0.3171 | 0.9891 | 0.489 | 2.8046 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 40 | 19 | 21 | 41 | 22 | 19 |
Losing Trades | 44 | 23 | 21 | 43 | 20 | 23 |
Profitability (%) | 47.619 | 45.2381 | 50 | 48.8095 | 52.381 | 45.2381 |
Ratio Avg Win / Avg Loss | 1.1797 | 3.195 | 0.3171 | 1.0374 | 0.4445 | 3.3951 |
Largest Winning Trade | 249043 | 249043 | 49921 | 25116503 | 14227807 | 25116503 |
Largest Losing Trade | -589618 | -55389 | -589618 | -35729224 | -35729224 | -4067639 |
Avg Bars in Trades | 46 | 74 | 18 | 46 | 74 | 18 |
Avg Bars in Winners | 43 | 78 | 12 | 55 | 87 | 19 |
Avg Bars in Losers | 49 | 71 | 25 | 38 | 61 | 17 |
Bars Traded | 3930 | 3148 | 782 | 3930 | 3148 | 782 |
Profit Streak | 0 | 0 | 305.9557 | 298.4557 | 300.9557 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -433739 | -153095 | -579869 | -578761 | -579838 | 454050 |
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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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