Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2547313.211 | 2361673.9357 | 185639.2753 | 31322726.1841 | -4703828.0148 | 36026554.1989 |
Total P&L (%) | 2547.3132 | 2361.6739 | 185.6393 | 31322.7262 | -4703.828 | 36026.5542 |
Avg Daily Profit (%) | 1.4218 | 1.3181 | 0.1036 | 0.3215 | 0 | 0.3293 |
Buy And Hold Return (%) | 367.113 | 367.113 | 367.113 | 367.113 | 367.113 | 367.113 |
Max Trade Drawdown | -75232 | -53908 | -44885 | -33379416 | -30708054 | -15009261 |
Profit Factor | 7.3047 | 11.7796 | 2.0037 | 1.2586 | 0.9306 | 1.6756 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 24 | 8 | 16 | 24 | 8 | 16 |
Losing Trades | 57 | 33 | 24 | 57 | 33 | 24 |
Profitability (%) | 29.6296 | 19.5122 | 40 | 29.6296 | 19.5122 | 40 |
Ratio Avg Win / Avg Loss | 17.3486 | 48.591 | 3.0056 | 2.9892 | 3.8388 | 2.5134 |
Largest Winning Trade | 1290017 | 1290017 | 69576 | 20980189 | 19489801 | 20980189 |
Largest Losing Trade | -27752 | -26307 | -27752 | -8674912 | -5372409 | -8674912 |
Avg Bars in Trades | 63 | 49 | 76 | 63 | 49 | 76 |
Avg Bars in Winners | 166 | 168 | 165 | 166 | 168 | 165 |
Avg Bars in Losers | 19 | 21 | 17 | 19 | 21 | 17 |
Bars Traded | 5124 | 2045 | 3079 | 5124 | 2045 | 3079 |
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 | -3494 | -32200 | -220488 | -15669 | -631966 | 304415 |
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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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