Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2263564.751 | 2080546.1413 | 183018.6097 | 31635148.6547 | -6140096.383 | 37775245.0377 |
Total P&L (%) | 2263.5648 | 2080.5461 | 183.0186 | 31635.1487 | -6140.0964 | 37775.245 |
Avg Daily Profit (%) | 1.2606 | 1.1586 | 0.1019 | 0.3213 | 0 | 0.3312 |
Buy And Hold Return (%) | 422.3739 | 422.3739 | 422.3739 | 422.3739 | 422.3739 | 422.3739 |
Max Trade Drawdown | -80791 | -69244 | -40197 | -42513825 | -42259619 | -22571385 |
Profit Factor | 7.0657 | 11.6254 | 2.0319 | 1.2427 | 0.9159 | 1.659 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 25 | 9 | 16 | 25 | 9 | 16 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 30.4878 | 21.9512 | 39.0244 | 30.4878 | 21.9512 | 39.0244 |
Ratio Avg Win / Avg Loss | 16.1097 | 41.3348 | 3.1748 | 2.8334 | 3.2566 | 2.5922 |
Largest Winning Trade | 1114688 | 1114688 | 65514 | 24238648 | 21093078 | 24238648 |
Largest Losing Trade | -27975 | -20836 | -27975 | -7025802 | -7025802 | -6102250 |
Avg Bars in Trades | 126 | 95 | 157 | 126 | 95 | 157 |
Avg Bars in Winners | 341 | 326 | 349 | 341 | 326 | 349 |
Avg Bars in Losers | 32 | 30 | 34 | 32 | 30 | 34 |
Bars Traded | 10351 | 3908 | 6443 | 10351 | 3908 | 6443 |
Profit Streak | 0 | 0 | 27.118 | 0 | 0 | 27.118 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 166842 | -22609 | -222517 | -6446 | -621216 | 309945 |
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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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