Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1959210.517 | 1761896.6272 | 197313.8898 | 45098823.143 | 16772551.1222 | 28326272.0208 |
Total P&L (%) | 1959.2105 | 1761.8966 | 197.3139 | 45098.8231 | 16772.5511 | 28326.272 |
Avg Daily Profit (%) | 1.0492 | 0.9436 | 0.1057 | 0.328 | 0.275 | 0.303 |
Buy And Hold Return (%) | 527.2434 | 527.2434 | 527.2434 | 527.2434 | 527.2434 | 527.2434 |
Max Trade Drawdown | -128966 | -42103 | -76791 | -3706329 | -4465636 | -1783675 |
Profit Factor | 6.939 | 10.8716 | 2.3032 | 4.1 | 2.5712 | 8.3131 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 32 | 12 | 20 | 32 | 12 | 20 |
Losing Trades | 38 | 23 | 15 | 38 | 23 | 15 |
Profitability (%) | 45.7143 | 34.2857 | 57.1429 | 45.7143 | 34.2857 | 57.1429 |
Ratio Avg Win / Avg Loss | 8.2401 | 20.8373 | 1.7274 | 4.8687 | 4.9282 | 6.2348 |
Largest Winning Trade | 981425 | 981425 | 54650 | 17006438 | 17006438 | 14787893 |
Largest Losing Trade | -34264 | -21070 | -34264 | -1883974 | -1883974 | -1151022 |
Avg Bars in Trades | 104 | 83 | 125 | 104 | 83 | 125 |
Avg Bars in Winners | 183 | 180 | 185 | 183 | 180 | 185 |
Avg Bars in Losers | 37 | 32 | 45 | 37 | 32 | 45 |
Bars Traded | 7297 | 2912 | 4385 | 7297 | 2912 | 4385 |
Profit Streak | 0 | 0 | 78.3304 | 0 | 0 | 78.3304 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -81008 | 464066 | -211829 | -84177 | 268587 | 681147 |
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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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