Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2160360.3472 | 1960099.502 | 200260.8452 | 52999454.663 | 16527259.6582 | 36472195.0048 |
Total P&L (%) | 2160.3603 | 1960.0995 | 200.2608 | 52999.4547 | 16527.2597 | 36472.195 |
Avg Daily Profit (%) | 0.9523 | 0.8641 | 0.0883 | 0.277 | 0.2257 | 0.2605 |
Buy And Hold Return (%) | 270.1613 | 270.1613 | 270.1613 | 270.1613 | 270.1613 | 270.1613 |
Max Trade Drawdown | -67752 | -60702 | -49150 | -23546896 | -23438644 | -14570943 |
Profit Factor | 5.1733 | 7.8959 | 1.858 | 1.3789 | 1.2036 | 1.6212 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 42 | 16 | 26 | 42 | 16 | 26 |
Losing Trades | 85 | 48 | 37 | 85 | 48 | 37 |
Profitability (%) | 33.0709 | 25 | 41.2698 | 33.0709 | 25 | 41.2698 |
Ratio Avg Win / Avg Loss | 10.4699 | 23.6876 | 2.644 | 2.7906 | 3.6108 | 2.3071 |
Largest Winning Trade | 1274086 | 1274086 | 58659 | 20002464 | 20002464 | 19206500 |
Largest Losing Trade | -20655 | -20655 | -20279 | -14678922 | -14678922 | -7155699 |
Avg Bars in Trades | 34 | 32 | 35 | 34 | 32 | 35 |
Avg Bars in Winners | 78 | 91 | 70 | 78 | 91 | 70 |
Avg Bars in Losers | 12 | 12 | 10 | 12 | 12 | 10 |
Bars Traded | 4321 | 2087 | 2234 | 4321 | 2087 | 2234 |
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 | 539043 | -147523 | -387705 | 148531 | -160409 | -138729 |
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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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