Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2498309.7879 | 2270443.1577 | 227866.6302 | 58023175.8938 | 19477880.8562 | 38545295.0377 |
Total P&L (%) | 2498.3098 | 2270.4432 | 227.8666 | 58023.1759 | 19477.8809 | 38545.295 |
Avg Daily Profit (%) | 1.1252 | 1.0226 | 0.1026 | 0.2871 | 0.2379 | 0.2687 |
Buy And Hold Return (%) | 248.3016 | 248.3016 | 248.3016 | 248.3016 | 248.3016 | 248.3016 |
Max Trade Drawdown | -108606 | -62733 | -76875 | -40725894 | -30149114 | -32115434 |
Profit Factor | 6.1781 | 10.8051 | 1.9081 | 1.3169 | 1.1938 | 1.4666 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 52.0548 | 52.7778 | 51.3514 | 52.0548 | 52.7778 | 51.3514 |
Ratio Avg Win / Avg Loss | 5.6904 | 9.6677 | 1.8077 | 1.2129 | 1.0681 | 1.3894 |
Largest Winning Trade | 1887443 | 1887443 | 52818 | 33403713 | 27072335 | 33403713 |
Largest Losing Trade | -38886 | -38886 | -30839 | -30149114 | -30149114 | -12299202 |
Avg Bars in Trades | 88 | 98 | 78 | 88 | 98 | 78 |
Avg Bars in Winners | 118 | 126 | 110 | 118 | 126 | 110 |
Avg Bars in Losers | 55 | 66 | 44 | 55 | 66 | 44 |
Bars Traded | 6454 | 3546 | 2908 | 6454 | 3546 | 2908 |
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 | -54034 | 800834 | -217944 | -67042 | 49895 | 356660 |
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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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