Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1027310.0899 | 877971.981 | 149338.1089 | 18021088.6389 | 40505799.22 | -22484710.5811 |
Total P&L (%) | 1027.3101 | 877.972 | 149.3381 | 18021.0886 | 40505.7992 | -22484.7106 |
Avg Daily Profit (%) | 0.4108 | 0.351 | 0.0597 | 0.2081 | 0.2405 | 0 |
Buy And Hold Return (%) | 778.8786 | 778.8786 | 778.8786 | 778.8786 | 778.8786 | 778.8786 |
Max Trade Drawdown | -89504 | -49900 | -84983 | -27008242 | -10342582 | -31931492 |
Profit Factor | 3.2118 | 5.0417 | 1.604 | 1.2594 | 2.6499 | 0.4995 |
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 | 2.8295 | 5.0417 | 1.2395 | 1.1095 | 2.6499 | 0.386 |
Largest Winning Trade | 336091 | 336091 | 51276 | 31299625 | 31299625 | 4071505 |
Largest Losing Trade | -71330 | -27354 | -71330 | -16870403 | -5921860 | -16870403 |
Avg Bars in Trades | 61 | 62 | 59 | 61 | 62 | 59 |
Avg Bars in Winners | 81 | 81 | 80 | 81 | 81 | 80 |
Avg Bars in Losers | 38 | 42 | 33 | 38 | 42 | 33 |
Bars Traded | 4832 | 2495 | 2337 | 4832 | 2495 | 2337 |
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 | -81435 | -109014 | -276192 | -22924 | 484780 | -579926 |
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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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