Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1699660.7789 | 1603164.9299 | 96495.849 | 20021618.0713 | 61894173.9972 | -41872555.9259 |
Total P&L (%) | 1699.6608 | 1603.1649 | 96.4958 | 20021.6181 | 61894.174 | -41872.5559 |
Avg Daily Profit (%) | 0.8318 | 0.7846 | 0.0472 | 0.2599 | 0.3152 | 0 |
Buy And Hold Return (%) | 2921.1663 | 2921.1663 | 2921.1663 | 2921.1663 | 2921.1663 | 2921.1663 |
Max Trade Drawdown | -144682 | -73884 | -132552 | -165572606 | -68557860 | -167083553 |
Profit Factor | 3.6088 | 5.7384 | 1.3081 | 1.0633 | 1.551 | 0.7947 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 48.0519 | 48.7179 | 47.3684 | 48.0519 | 48.7179 | 47.3684 |
Ratio Avg Win / Avg Loss | 3.9014 | 6.0404 | 1.4535 | 1.1495 | 1.6326 | 0.883 |
Largest Winning Trade | 545103 | 545103 | 67731 | 90181673 | 90181673 | 66598155 |
Largest Losing Trade | -87869 | -48117 | -87869 | -106995719 | -34538544 | -106995719 |
Avg Bars in Trades | 102 | 94 | 110 | 102 | 94 | 110 |
Avg Bars in Winners | 132 | 109 | 155 | 132 | 109 | 155 |
Avg Bars in Losers | 75 | 79 | 70 | 75 | 79 | 70 |
Bars Traded | 7894 | 3683 | 4211 | 7894 | 3683 | 4211 |
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 | -192844 | -144884 | -296491 | -189485 | 405821 | -581788 |
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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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