Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2939763.4553 | 2786817.1176 | 152946.3376 | 25168180.7882 | 26037796.218 | -869615.4298 |
Total P&L (%) | 2939.7635 | 2786.8171 | 152.9463 | 25168.1808 | 26037.7962 | -869.6154 |
Avg Daily Profit (%) | 1.3262 | 1.2572 | 0.069 | 0.2499 | 0.2514 | 0 |
Buy And Hold Return (%) | 643.1332 | 643.1332 | 643.1332 | 643.1332 | 643.1332 | 643.1332 |
Max Trade Drawdown | -156103 | -78369 | -117891 | -99841301 | -54133988 | -61687855 |
Profit Factor | 6.9686 | 15.0263 | 1.5205 | 1.1008 | 1.2596 | 0.9942 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 42.4658 | 45.9459 | 38.8889 | 42.4658 | 45.9459 | 38.8889 |
Ratio Avg Win / Avg Loss | 9.4413 | 17.678 | 2.3893 | 1.4915 | 1.4818 | 1.5623 |
Largest Winning Trade | 2490180 | 2490180 | 55793 | 47161308 | 47161308 | 30254580 |
Largest Losing Trade | -30795 | -30795 | -28836 | -33302068 | -20871799 | -33302068 |
Avg Bars in Trades | 119 | 107 | 130 | 119 | 107 | 130 |
Avg Bars in Winners | 201 | 158 | 252 | 201 | 158 | 252 |
Avg Bars in Losers | 58 | 64 | 53 | 58 | 64 | 53 |
Bars Traded | 8690 | 3988 | 4702 | 8690 | 3988 | 4702 |
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 | -58771 | 669380 | -268370 | -180349 | 242734 | -582323 |
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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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