Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3233278.6172 | 3009581.1218 | 223697.4954 | 33847203.3018 | -50323545.3462 | 84170748.648 |
Total P&L (%) | 3233.2786 | 3009.5811 | 223.6975 | 33847.2033 | -50323.5453 | 84170.7486 |
Avg Daily Profit (%) | 1.8053 | 1.6804 | 0.1249 | 0.3259 | 0 | 0.3768 |
Buy And Hold Return (%) | 265.1147 | 265.1147 | 265.1147 | 265.1147 | 265.1147 | 265.1147 |
Max Trade Drawdown | -98063 | -145071 | -21737 | -70513961 | -109285439 | -14324773 |
Profit Factor | 7.6605 | 8.8426 | 3.1998 | 1.1261 | 0.7642 | 2.5305 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 54 | 21 | 33 | 54 | 21 | 33 |
Losing Trades | 56 | 34 | 22 | 56 | 34 | 22 |
Profitability (%) | 49.0909 | 38.1818 | 60 | 49.0909 | 38.1818 | 60 |
Ratio Avg Win / Avg Loss | 7.9443 | 14.3165 | 2.1332 | 1.1678 | 1.2372 | 1.687 |
Largest Winning Trade | 1571447 | 1571447 | 32526 | 29833164 | 29833164 | 18559071 |
Largest Losing Trade | -31848 | -31848 | -17888 | -19102525 | -19102525 | -7388224 |
Avg Bars in Trades | 31 | 45 | 16 | 31 | 45 | 16 |
Avg Bars in Winners | 39 | 65 | 22 | 39 | 65 | 22 |
Avg Bars in Losers | 23 | 33 | 8 | 23 | 33 | 8 |
Bars Traded | 3438 | 2518 | 920 | 3438 | 2518 | 920 |
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 | 810206 | -162192 | -364414 | -72752 | -763762 | -164108 |
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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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