Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2619197.4473 | 2526153.1467 | 93044.3005 | 66991302.6011 | 55161570.0791 | 11829732.522 |
Total P&L (%) | 2619.1974 | 2526.1531 | 93.0443 | 66991.3026 | 55161.5701 | 11829.7325 |
Avg Daily Profit (%) | 1.1536 | 1.1126 | 0.041 | 0.2871 | 0.2785 | 0.2108 |
Buy And Hold Return (%) | 10008.7208 | 10008.7208 | 10008.7208 | 10008.7208 | 10008.7208 | 10008.7208 |
Max Trade Drawdown | -69876 | -81601 | -32428 | -72738429 | -67270203 | -16062611 |
Profit Factor | 8.6327 | 12.1394 | 1.7995 | 1.5322 | 1.5678 | 1.4118 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 56.962 | 53.8462 | 60 | 56.962 | 53.8462 | 60 |
Ratio Avg Win / Avg Loss | 6.5225 | 10.4052 | 1.1997 | 1.1577 | 1.3439 | 0.9412 |
Largest Winning Trade | 1787809 | 1787809 | 27976 | 87924601 | 87924601 | 8419560 |
Largest Losing Trade | -38828 | -38828 | -32428 | -30807116 | -30807116 | -10334728 |
Avg Bars in Trades | 53 | 89 | 17 | 53 | 89 | 17 |
Avg Bars in Winners | 53 | 92 | 18 | 53 | 92 | 18 |
Avg Bars in Losers | 53 | 85 | 17 | 53 | 85 | 17 |
Bars Traded | 4215 | 3499 | 716 | 4215 | 3499 | 716 |
Profit Streak | 0 | 91.3688 | 0 | 0 | 91.3688 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -173873 | -142734 | -300039 | -20016 | 378534 | -100340 |
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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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