Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3748787.911 | 3580030.0667 | 168757.8444 | 25596562.1905 | 18341766.3903 | 7254795.8002 |
Total P&L (%) | 3748.7879 | 3580.0301 | 168.7578 | 25596.5622 | 18341.7664 | 7254.7958 |
Avg Daily Profit (%) | 1.695 | 1.6187 | 0.0763 | 0.2512 | 0.2362 | 0.1945 |
Buy And Hold Return (%) | 829.3671 | 829.3671 | 829.3671 | 829.3671 | 829.3671 | 829.3671 |
Max Trade Drawdown | -82954 | -66471 | -66654 | -24244095 | -19772978 | -20456986 |
Profit Factor | 9.0358 | 17.0555 | 1.693 | 1.264 | 1.3731 | 1.1517 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 39.726 | 40.5405 | 38.8889 | 39.726 | 40.5405 | 38.8889 |
Ratio Avg Win / Avg Loss | 13.7095 | 25.0147 | 2.6604 | 1.9177 | 2.0139 | 1.8099 |
Largest Winning Trade | 3325599 | 3325599 | 53693 | 18683221 | 18683221 | 15858254 |
Largest Losing Trade | -57751 | -26298 | -57751 | -7855588 | -6613085 | -7855588 |
Avg Bars in Trades | 89 | 82 | 95 | 89 | 82 | 95 |
Avg Bars in Winners | 167 | 157 | 178 | 167 | 157 | 178 |
Avg Bars in Losers | 37 | 31 | 42 | 37 | 31 | 42 |
Bars Traded | 6503 | 3059 | 3444 | 6503 | 3059 | 3444 |
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 | -59561 | 604472 | -257962 | -70822 | 227357 | -48853 |
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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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