Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2671213.2971 | 2476620.2972 | 194592.9999 | 43899826.5237 | 66662640.051 | -22762813.5273 |
Total P&L (%) | 2671.2133 | 2476.6203 | 194.593 | 43899.8265 | 66662.6401 | -22762.8135 |
Avg Daily Profit (%) | 1.2051 | 1.1174 | 0.0878 | 0.275 | 0.2939 | 0 |
Buy And Hold Return (%) | 585.0201 | 585.0201 | 585.0201 | 585.0201 | 585.0201 | 585.0201 |
Max Trade Drawdown | -120401 | -82540 | -90604 | -226294867 | -109322776 | -177102640 |
Profit Factor | 6.2579 | 12.9298 | 1.6477 | 1.0691 | 1.2471 | 0.9377 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Losing Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Profitability (%) | 41.2371 | 44.898 | 37.5 | 41.2371 | 44.898 | 37.5 |
Ratio Avg Win / Avg Loss | 8.9175 | 15.8683 | 2.7462 | 1.5235 | 1.5305 | 1.5628 |
Largest Winning Trade | 2158601 | 2158601 | 58086 | 127492813 | 127492813 | 55652968 |
Largest Losing Trade | -30198 | -26134 | -30198 | -50947526 | -42759226 | -50947526 |
Avg Bars in Trades | 89 | 73 | 105 | 89 | 73 | 105 |
Avg Bars in Winners | 161 | 123 | 207 | 161 | 123 | 207 |
Avg Bars in Losers | 39 | 33 | 44 | 39 | 33 | 44 |
Bars Traded | 8668 | 3611 | 5057 | 8668 | 3611 | 5057 |
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 | 618390 | 650415 | -243178 | -137861 | 281657 | -582772 |
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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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