Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1490015.3238 | 1322092.4478 | 167922.876 | 25960796.5972 | 22118834.4125 | 3841962.1847 |
Total P&L (%) | 1490.0153 | 1322.0924 | 167.9229 | 25960.7966 | 22118.8344 | 3841.9622 |
Avg Daily Profit (%) | 0.5934 | 0.5265 | 0.0669 | 0.2218 | 0.2154 | 0.1464 |
Buy And Hold Return (%) | 384.4694 | 384.4694 | 384.4694 | 384.4694 | 384.4694 | 384.4694 |
Max Trade Drawdown | -98119 | -59571 | -80086 | -46708668 | -24612039 | -32168224 |
Profit Factor | 4.3586 | 7.7106 | 1.6809 | 1.2442 | 1.4266 | 1.0706 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 46.7532 | 43.5897 | 50 | 46.7532 | 43.5897 | 50 |
Ratio Avg Win / Avg Loss | 4.964 | 9.9785 | 1.6809 | 1.4171 | 1.8462 | 1.0706 |
Largest Winning Trade | 779953 | 779953 | 59831 | 18649861 | 18649861 | 9855959 |
Largest Losing Trade | -32112 | -23200 | -32112 | -9853794 | -6987043 | -9853794 |
Avg Bars in Trades | 94 | 85 | 103 | 94 | 85 | 103 |
Avg Bars in Winners | 166 | 160 | 172 | 166 | 160 | 172 |
Avg Bars in Losers | 31 | 28 | 35 | 31 | 28 | 35 |
Bars Traded | 7296 | 3346 | 3950 | 7296 | 3346 | 3950 |
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 | -31148 | 509882 | -266219 | -39573 | 275979 | -140035 |
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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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