Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1070660.417 | 919008.0851 | 151652.3319 | 19580902.4346 | 13914435.9336 | 5666466.5009 |
Total P&L (%) | 1070.6604 | 919.0081 | 151.6523 | 19580.9024 | 13914.4359 | 5666.4665 |
Avg Daily Profit (%) | 0.5888 | 0.5054 | 0.0834 | 0.2909 | 0.2722 | 0.2232 |
Buy And Hold Return (%) | 780.4699 | 780.4699 | 780.4699 | 780.4699 | 780.4699 | 780.4699 |
Max Trade Drawdown | -71494 | -57473 | -66872 | -12557793 | -7169152 | -6304427 |
Profit Factor | 2.7254 | 4.3015 | 1.4432 | 1.3641 | 1.6003 | 1.1852 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Losing Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Profitability (%) | 44 | 43.5484 | 44.4444 | 44 | 43.5484 | 44.4444 |
Ratio Avg Win / Avg Loss | 3.4686 | 5.576 | 1.804 | 1.7362 | 2.0745 | 1.4815 |
Largest Winning Trade | 286763 | 286763 | 70033 | 7877255 | 7877255 | 6055724 |
Largest Losing Trade | -27524 | -25639 | -27524 | -5051086 | -2515972 | -5051086 |
Avg Bars in Trades | 42 | 39 | 45 | 42 | 39 | 45 |
Avg Bars in Winners | 70 | 64 | 76 | 70 | 64 | 76 |
Avg Bars in Losers | 21 | 21 | 20 | 21 | 21 | 20 |
Bars Traded | 5343 | 2474 | 2869 | 5343 | 2474 | 2869 |
Profit Streak | 0 | 14.0235 | 0 | 0 | 14.0235 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -35542 | -248993 | -394429 | 302396 | -144687 | -157685 |
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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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