Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2921062.0768 | 2667533.963 | 253528.1138 | 101572593.4004 | 52322427.5478 | 49250165.8525 |
Total P&L (%) | 2921.0621 | 2667.534 | 253.5281 | 101572.5934 | 52322.4275 | 49250.1659 |
Avg Daily Profit (%) | 1.3212 | 1.2065 | 0.1147 | 0.3137 | 0.2836 | 0.2809 |
Buy And Hold Return (%) | 198.3203 | 198.3203 | 198.3203 | 198.3203 | 198.3203 | 198.3203 |
Max Trade Drawdown | -95898 | -51564 | -73191 | -107565225 | -57969143 | -81099059 |
Profit Factor | 9.7225 | 19.5854 | 2.3249 | 1.3485 | 1.4159 | 1.2974 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 49.3151 | 47.2222 | 51.3514 | 49.3151 | 47.2222 | 51.3514 |
Ratio Avg Win / Avg Loss | 9.9926 | 21.8896 | 2.2025 | 1.386 | 1.5825 | 1.2291 |
Largest Winning Trade | 2372162 | 2372162 | 53005 | 51647412 | 51647412 | 40911168 |
Largest Losing Trade | -31413 | -31413 | -27135 | -37009992 | -37009992 | -28450575 |
Avg Bars in Trades | 58 | 51 | 64 | 58 | 51 | 64 |
Avg Bars in Winners | 91 | 80 | 101 | 91 | 80 | 101 |
Avg Bars in Losers | 25 | 26 | 24 | 25 | 26 | 24 |
Bars Traded | 4241 | 1871 | 2370 | 4241 | 1871 | 2370 |
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 | -54397 | 754730 | -114480 | -67154 | 344635 | 323182 |
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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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