Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2490360.372 | 2287096.0595 | 203264.3125 | 34322119.6941 | -15543237.2355 | 49865356.9297 |
Total P&L (%) | 2490.3604 | 2287.0961 | 203.2643 | 34322.1197 | -15543.2372 | 49865.3569 |
Avg Daily Profit (%) | 1.3948 | 1.2809 | 0.1138 | 0.3277 | 0 | 0.3486 |
Buy And Hold Return (%) | 270.7375 | 270.7375 | 270.7375 | 270.7375 | 270.7375 | 270.7375 |
Max Trade Drawdown | -109061 | -82440 | -37051 | -72140209 | -58696048 | -22698212 |
Profit Factor | 7.895 | 11.4846 | 2.421 | 1.2289 | 0.8335 | 1.8815 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 22 | 8 | 14 | 22 | 8 | 14 |
Losing Trades | 41 | 24 | 17 | 41 | 24 | 17 |
Profitability (%) | 34.9206 | 25 | 45.1613 | 34.9206 | 25 | 45.1613 |
Ratio Avg Win / Avg Loss | 14.7134 | 34.4538 | 2.9398 | 2.2902 | 2.5006 | 2.2847 |
Largest Winning Trade | 1205175 | 1205175 | 65385 | 25277844 | 25277844 | 23199531 |
Largest Losing Trade | -25745 | -25745 | -22207 | -11230726 | -11230726 | -11144913 |
Avg Bars in Trades | 54 | 44 | 64 | 54 | 44 | 64 |
Avg Bars in Winners | 121 | 118 | 123 | 121 | 118 | 123 |
Avg Bars in Losers | 18 | 19 | 16 | 18 | 19 | 16 |
Bars Traded | 3414 | 1412 | 2002 | 3414 | 1412 | 2002 |
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 | -134931 | -7735 | -204103 | -147252 | -607847 | 394485 |
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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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