Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2125048.6938 | 2032026.2462 | 93022.4477 | 72367352.5519 | 75879790.2624 | -3512437.7105 |
Total P&L (%) | 2125.0487 | 2032.0262 | 93.0224 | 72367.3526 | 75879.7903 | -3512.4377 |
Avg Daily Profit (%) | 0.9374 | 0.8964 | 0.041 | 0.2909 | 0.293 | 0 |
Buy And Hold Return (%) | 9581.6583 | 9581.6583 | 9581.6583 | 9581.6583 | 9581.6583 | 9581.6583 |
Max Trade Drawdown | -43673 | -30873 | -49111 | -41567561 | -20465585 | -33066588 |
Profit Factor | 7.3403 | 16.2309 | 1.4611 | 1.6112 | 2.5574 | 0.9496 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 52.5641 | 53.8462 | 51.2821 | 52.5641 | 53.8462 | 51.2821 |
Ratio Avg Win / Avg Loss | 6.6241 | 13.9122 | 1.388 | 1.454 | 2.1921 | 0.9021 |
Largest Winning Trade | 1209782 | 1209782 | 48849 | 67243450 | 67243450 | 29009496 |
Largest Losing Trade | -28964 | -15312 | -28964 | -22063490 | -13512295 | -22063490 |
Avg Bars in Trades | 83 | 77 | 90 | 83 | 77 | 90 |
Avg Bars in Winners | 131 | 112 | 150 | 131 | 112 | 150 |
Avg Bars in Losers | 31 | 37 | 26 | 31 | 37 | 26 |
Bars Traded | 6539 | 3028 | 3512 | 6539 | 3028 | 3512 |
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 | -182409 | -143480 | -302618 | -27691 | 512202 | -580591 |
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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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