Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2554877.4433 | 2349799.833 | 205077.6103 | 34504903.6793 | 51066893.2018 | -16561989.5225 |
Total P&L (%) | 2554.8774 | 2349.7998 | 205.0776 | 34504.9037 | 51066.8932 | -16561.9895 |
Avg Daily Profit (%) | 1.1559 | 1.0631 | 0.0928 | 0.2649 | 0.2826 | 0 |
Buy And Hold Return (%) | 723.446 | 723.446 | 723.446 | 723.446 | 723.446 | 723.446 |
Max Trade Drawdown | -131856 | -79589 | -81962 | -184088789 | -90426452 | -119072822 |
Profit Factor | 6.7304 | 13.8998 | 1.7777 | 1.0808 | 1.2979 | 0.9352 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Losing Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Profitability (%) | 53.9474 | 57.8947 | 50 | 53.9474 | 57.8947 | 50 |
Ratio Avg Win / Avg Loss | 5.7455 | 10.1089 | 1.7777 | 0.9226 | 0.9439 | 0.9352 |
Largest Winning Trade | 2035744 | 2035744 | 55381 | 104887970 | 104887970 | 47632613 |
Largest Losing Trade | -52720 | -36900 | -52720 | -74439297 | -51174610 | -74439297 |
Avg Bars in Trades | 170 | 169 | 171 | 170 | 169 | 171 |
Avg Bars in Winners | 213 | 202 | 226 | 213 | 202 | 226 |
Avg Bars in Losers | 119 | 123 | 116 | 119 | 123 | 116 |
Bars Traded | 12947 | 6424 | 6523 | 12947 | 6424 | 6523 |
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 | -33901 | 722463 | -231491 | -177977 | 294634 | -580764 |
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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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