Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1106613.1262 | 877376.1183 | 229237.0079 | 61215039.415 | 44018067.6548 | 17196971.7602 |
Total P&L (%) | 1106.6131 | 877.3761 | 229.237 | 61215.0394 | 44018.0677 | 17196.9718 |
Avg Daily Profit (%) | 0.4426 | 0.351 | 0.0917 | 0.2571 | 0.2439 | 0.2063 |
Buy And Hold Return (%) | 465.1106 | 465.1106 | 465.1106 | 465.1106 | 465.1106 | 465.1106 |
Max Trade Drawdown | -94230 | -73362 | -76492 | -77696470 | -83844568 | -78042633 |
Profit Factor | 3.9791 | 5.8019 | 2.2145 | 1.2303 | 1.3172 | 1.1353 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 53.1646 | 50 | 56.4103 | 53.1646 | 50 | 56.4103 |
Ratio Avg Win / Avg Loss | 3.5054 | 5.8019 | 1.7112 | 1.0838 | 1.3172 | 0.8773 |
Largest Winning Trade | 242446 | 242446 | 54001 | 57723171 | 57723171 | 41045973 |
Largest Losing Trade | -56025 | -33542 | -56025 | -60365055 | -45511018 | -60365055 |
Avg Bars in Trades | 60 | 51 | 70 | 60 | 51 | 70 |
Avg Bars in Winners | 82 | 65 | 98 | 82 | 65 | 98 |
Avg Bars in Losers | 36 | 37 | 34 | 36 | 37 | 34 |
Bars Traded | 4808 | 2056 | 2752 | 4808 | 2056 | 2752 |
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 | -18070 | 363339 | -231258 | -22684 | 310682 | -64410 |
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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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