Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1632998.4047 | 1313570.2863 | 319428.1184 | 62892537.1916 | 26869307.4872 | 36023229.7044 |
Total P&L (%) | 1632.9984 | 1313.5703 | 319.4281 | 62892.5372 | 26869.3075 | 36023.2297 |
Avg Daily Profit (%) | 0.6861 | 0.5519 | 0.1342 | 0.2712 | 0.2355 | 0.2478 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54633 | -40478 | -74080 | -54688190 | -26006010 | -33809116 |
Profit Factor | 5.09 | 8.1347 | 2.4846 | 1.4555 | 1.4385 | 1.4691 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Profitability (%) | 60.8108 | 54.0541 | 67.5676 | 60.8108 | 54.0541 | 67.5676 |
Ratio Avg Win / Avg Loss | 3.2802 | 6.9145 | 1.1926 | 0.938 | 1.2227 | 0.7052 |
Largest Winning Trade | 868253 | 868253 | 63028 | 26480429 | 22676456 | 26480429 |
Largest Losing Trade | -47675 | -35181 | -47675 | -29788613 | -17141997 | -29788613 |
Avg Bars in Trades | 121 | 143 | 99 | 121 | 143 | 99 |
Avg Bars in Winners | 142 | 185 | 107 | 142 | 185 | 107 |
Avg Bars in Losers | 89 | 94 | 83 | 89 | 94 | 83 |
Bars Traded | 8989 | 5302 | 3687 | 8989 | 5302 | 3687 |
Profit Streak | 0 | 108.4453 | 0 | 0 | 108.4453 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -47044 | 744005 | -7948 | -59084 | 373105 | 366457 |
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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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