Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2692233.514 | 2573505.5551 | 118727.9589 | 100172134.4402 | 80810263.4684 | 19361870.9719 |
Total P&L (%) | 2692.2335 | 2573.5056 | 118.728 | 100172.1344 | 80810.2635 | 19361.871 |
Avg Daily Profit (%) | 1.1873 | 1.135 | 0.0524 | 0.3052 | 0.2957 | 0.2327 |
Buy And Hold Return (%) | 9511.9653 | 9511.9653 | 9511.9653 | 9511.9653 | 9511.9653 | 9511.9653 |
Max Trade Drawdown | -76366 | -60288 | -45631 | -29149312 | -20203340 | -17845879 |
Profit Factor | 8.0226 | 12.9155 | 1.7093 | 1.8834 | 2.2668 | 1.3903 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 42.6829 | 41.4634 | 43.9024 | 42.6829 | 41.4634 | 43.9024 |
Ratio Avg Win / Avg Loss | 10.7733 | 18.2337 | 2.1841 | 2.5291 | 3.2002 | 1.7765 |
Largest Winning Trade | 1801759 | 1801759 | 49410 | 63544848 | 63544848 | 25637130 |
Largest Losing Trade | -27226 | -24191 | -27226 | -13005644 | -13005644 | -8945971 |
Avg Bars in Trades | 162 | 211 | 114 | 162 | 211 | 114 |
Avg Bars in Winners | 280 | 363 | 201 | 280 | 363 | 201 |
Avg Bars in Losers | 75 | 103 | 45 | 75 | 103 | 45 |
Bars Traded | 13353 | 8675 | 4678 | 13353 | 8675 | 4678 |
Profit Streak | 0 | 230.9896 | 0 | 0 | 230.9896 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -155370 | -145721 | -287865 | 32011 | 404736 | 38763 |
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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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