Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2493901.2815 | 2273397.1781 | 220504.1033 | 41116033.0323 | 10751613.1606 | 30364419.8717 |
Total P&L (%) | 2493.9013 | 2273.3972 | 220.5041 | 41116.033 | 10751.6132 | 30364.4199 |
Avg Daily Profit (%) | 1.1211 | 1.022 | 0.0991 | 0.2711 | 0.2109 | 0.2574 |
Buy And Hold Return (%) | 334.7916 | 334.7916 | 334.7916 | 334.7916 | 334.7916 | 334.7916 |
Max Trade Drawdown | -106303 | -49646 | -80004 | -37260954 | -24180312 | -19940627 |
Profit Factor | 5.8012 | 10.146 | 1.8141 | 1.2951 | 1.1344 | 1.5115 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Losing Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Profitability (%) | 53.3333 | 56.7568 | 50 | 53.3333 | 56.7568 | 50 |
Ratio Avg Win / Avg Loss | 5.0761 | 7.7303 | 1.8141 | 1.1332 | 0.8643 | 1.5115 |
Largest Winning Trade | 1966050 | 1966050 | 49912 | 16319033 | 16319033 | 13317933 |
Largest Losing Trade | -42952 | -42952 | -35092 | -17174154 | -17174154 | -14549517 |
Avg Bars in Trades | 114 | 128 | 101 | 114 | 128 | 101 |
Avg Bars in Winners | 148 | 159 | 135 | 148 | 159 | 135 |
Avg Bars in Losers | 76 | 87 | 66 | 76 | 87 | 66 |
Bars Traded | 8605 | 4757 | 3847 | 8605 | 4757 | 3847 |
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 | -39018 | 814630 | -222962 | -52146 | -65330 | 397056 |
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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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