Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2405522.8582 | 2207804.9373 | 197717.9209 | 44371097.6541 | -11518681.1283 | 55889778.7824 |
Total P&L (%) | 2405.5229 | 2207.8049 | 197.7179 | 44371.0977 | -11518.6811 | 55889.7788 |
Avg Daily Profit (%) | 1.337 | 1.2271 | 0.1099 | 0.3395 | 0 | 0.3523 |
Buy And Hold Return (%) | 310.2574 | 310.2574 | 310.2574 | 310.2574 | 310.2574 | 310.2574 |
Max Trade Drawdown | -69493 | -71132 | -45709 | -47254141 | -58798422 | -19461696 |
Profit Factor | 8.3984 | 13.1277 | 2.3817 | 1.3095 | 0.8724 | 2.0531 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 21 | 7 | 14 | 21 | 7 | 14 |
Losing Trades | 53 | 30 | 23 | 53 | 30 | 23 |
Profitability (%) | 28.3784 | 18.9189 | 37.8378 | 28.3784 | 18.9189 | 37.8378 |
Ratio Avg Win / Avg Loss | 21.196 | 56.2618 | 3.9128 | 3.3049 | 3.7391 | 3.3729 |
Largest Winning Trade | 1147597 | 1147597 | 67586 | 32224083 | 25424787 | 32224083 |
Largest Losing Trade | -21462 | -13619 | -21462 | -9319326 | -9184673 | -9319326 |
Avg Bars in Trades | 92 | 72 | 112 | 92 | 72 | 112 |
Avg Bars in Winners | 258 | 268 | 254 | 258 | 268 | 254 |
Avg Bars in Losers | 26 | 26 | 26 | 26 | 26 | 26 |
Bars Traded | 6860 | 2680 | 4180 | 6860 | 2680 | 4180 |
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 | -61542 | -34546 | -212252 | -73219 | -634611 | 306646 |
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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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