Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1966266.3459 | 1778922.2476 | 187344.0983 | 24728258.2274 | -2084900.6131 | 26813158.8405 |
Total P&L (%) | 1966.2663 | 1778.9222 | 187.3441 | 24728.2582 | -2084.9006 | 26813.1588 |
Avg Daily Profit (%) | 0.87 | 0.7871 | 0.0829 | 0.2443 | 0 | 0.2479 |
Buy And Hold Return (%) | 304.7337 | 304.7337 | 304.7337 | 304.7337 | 304.7337 | 304.7337 |
Max Trade Drawdown | -88008 | -79869 | -41517 | -28903846 | -34983646 | -14072332 |
Profit Factor | 5.1183 | 7.1254 | 2.0017 | 1.2002 | 0.9743 | 1.6323 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Losing Trades | 37 | 22 | 15 | 37 | 22 | 15 |
Profitability (%) | 53.1646 | 45 | 61.5385 | 53.1646 | 45 | 61.5385 |
Ratio Avg Win / Avg Loss | 4.509 | 8.7088 | 1.251 | 1.0573 | 1.1908 | 1.0202 |
Largest Winning Trade | 1272688 | 1272688 | 51215 | 28403647 | 28403647 | 10846057 |
Largest Losing Trade | -30885 | -29933 | -30885 | -10393612 | -10393612 | -8085522 |
Avg Bars in Trades | 55 | 57 | 53 | 55 | 57 | 53 |
Avg Bars in Winners | 75 | 91 | 64 | 75 | 91 | 64 |
Avg Bars in Losers | 32 | 30 | 36 | 32 | 30 | 36 |
Bars Traded | 4389 | 2304 | 2085 | 4389 | 2304 | 2085 |
Profit Streak | 0 | 0 | 157.2087 | 0 | 0 | 157.2087 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -10124 | 680150 | -242882 | -22976 | -581027 | 464668 |
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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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