Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1888134.0209 | 1663601.5962 | 224532.4247 | 57081135.1138 | -17619191.1229 | 74700326.2367 |
Total P&L (%) | 1888.134 | 1663.6016 | 224.5324 | 57081.1351 | -17619.1911 | 74700.3262 |
Avg Daily Profit (%) | 1.0472 | 0.9227 | 0.1245 | 0.3527 | 0 | 0.3677 |
Buy And Hold Return (%) | 173.1078 | 173.1078 | 173.1078 | 173.1078 | 173.1078 | 173.1078 |
Max Trade Drawdown | -69745 | -61551 | -42093 | -64006331 | -69878543 | -29021361 |
Profit Factor | 6.4082 | 9.812 | 2.4004 | 1.2924 | 0.8546 | 2.0087 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 27 | 10 | 17 | 27 | 10 | 17 |
Losing Trades | 39 | 23 | 16 | 39 | 23 | 16 |
Profitability (%) | 40.9091 | 30.303 | 51.5152 | 40.9091 | 30.303 | 51.5152 |
Ratio Avg Win / Avg Loss | 9.2563 | 22.5676 | 2.2592 | 1.8668 | 1.9656 | 1.8906 |
Largest Winning Trade | 1134482 | 1134482 | 67101 | 40182579 | 29869859 | 40182579 |
Largest Losing Trade | -23793 | -21970 | -23793 | -25683812 | -14239719 | -25683812 |
Avg Bars in Trades | 157 | 125 | 188 | 157 | 125 | 188 |
Avg Bars in Winners | 292 | 276 | 301 | 292 | 276 | 301 |
Avg Bars in Losers | 63 | 60 | 68 | 63 | 60 | 68 |
Bars Traded | 10377 | 4154 | 6223 | 10377 | 4154 | 6223 |
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 | -110404 | 508175 | -95374 | -121821 | -585684 | 484548 |
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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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