Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1942852.5425 | 1678413.8934 | 264438.649 | 110639326.4614 | 111536987.7261 | -897661.2648 |
Total P&L (%) | 1942.8525 | 1678.4139 | 264.4386 | 110639.3265 | 111536.9877 | -897.6613 |
Avg Daily Profit (%) | 0.8753 | 0.7561 | 0.1191 | 0.3163 | 0.3167 | 0 |
Buy And Hold Return (%) | 182.0287 | 182.0287 | 182.0287 | 182.0287 | 182.0287 | 182.0287 |
Max Trade Drawdown | -110043 | -47086 | -98697 | -249145011 | -84393429 | -243982229 |
Profit Factor | 4.6914 | 8.5481 | 1.87 | 1.1784 | 1.5277 | 0.9978 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Losing Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Profitability (%) | 63.75 | 67.5 | 60 | 63.75 | 67.5 | 60 |
Ratio Avg Win / Avg Loss | 2.6677 | 4.1158 | 1.2467 | 0.6701 | 0.7355 | 0.6652 |
Largest Winning Trade | 1179929 | 1179929 | 55584 | 72581461 | 48522402 | 72581461 |
Largest Losing Trade | -60327 | -41514 | -60327 | -88152313 | -84393429 | -88152313 |
Avg Bars in Trades | 106 | 85 | 128 | 106 | 85 | 128 |
Avg Bars in Winners | 123 | 91 | 158 | 123 | 91 | 158 |
Avg Bars in Losers | 77 | 72 | 82 | 77 | 72 | 82 |
Bars Traded | 8535 | 3404 | 5131 | 8535 | 3404 | 5131 |
Profit Streak | 18.3999 | 49.3999 | 0 | 18.3999 | 49.3999 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -354 | 870464 | -55131 | -38114 | 421329 | -579453 |
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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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