Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2219894.0601 | 2003411.6749 | 216482.3852 | 56955138.2184 | 43983680.169 | 12971458.0494 |
Total P&L (%) | 2219.8941 | 2003.4117 | 216.4824 | 56955.1382 | 43983.6802 | 12971.458 |
Avg Daily Profit (%) | 1.0031 | 0.9053 | 0.0978 | 0.2872 | 0.2755 | 0.2204 |
Buy And Hold Return (%) | 307.8647 | 307.8647 | 307.8647 | 307.8647 | 307.8647 | 307.8647 |
Max Trade Drawdown | -103335 | -78195 | -61705 | -95528945 | -47929883 | -59370886 |
Profit Factor | 6.8144 | 16.3165 | 1.8625 | 1.286 | 1.5869 | 1.1044 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Losing Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Profitability (%) | 47.9452 | 54.0541 | 41.6667 | 47.9452 | 54.0541 | 41.6667 |
Ratio Avg Win / Avg Loss | 7.3985 | 13.869 | 2.6075 | 1.3962 | 1.3489 | 1.5462 |
Largest Winning Trade | 1683361 | 1683361 | 54095 | 54986266 | 54986266 | 28484267 |
Largest Losing Trade | -33273 | -25655 | -33273 | -36485696 | -14337576 | -36485696 |
Avg Bars in Trades | 88 | 75 | 102 | 88 | 75 | 102 |
Avg Bars in Winners | 145 | 111 | 191 | 145 | 111 | 191 |
Avg Bars in Losers | 36 | 33 | 39 | 36 | 33 | 39 |
Bars Traded | 6495 | 2796 | 3699 | 6495 | 2796 | 3699 |
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 | -55206 | 791577 | -227861 | -68295 | 397853 | -99581 |
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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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