Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2578846.1621 | 2287099.9723 | 291746.1899 | 38498219.4376 | 46617909.2164 | -8119689.7789 |
Total P&L (%) | 2578.8462 | 2287.1 | 291.7462 | 38498.2194 | 46617.9092 | -8119.6898 |
Avg Daily Profit (%) | 1.113 | 0.9871 | 0.1259 | 0.2574 | 0.2656 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150998 | -149323 | -64235 | -194239478 | -129609310 | -74123360 |
Profit Factor | 6.03 | 10.586 | 2.0643 | 1.1169 | 1.2842 | 0.9509 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Profitability (%) | 57.5758 | 51.5152 | 63.6364 | 57.5758 | 51.5152 | 63.6364 |
Ratio Avg Win / Avg Loss | 4.4431 | 9.9633 | 1.1796 | 0.823 | 1.2086 | 0.5434 |
Largest Winning Trade | 1887781 | 1887781 | 78243 | 125074915 | 125074915 | 27767407 |
Largest Losing Trade | -49884 | -36102 | -49884 | -74123360 | -61815555 | -74123360 |
Avg Bars in Trades | 208 | 163 | 253 | 208 | 163 | 253 |
Avg Bars in Winners | 268 | 225 | 302 | 268 | 225 | 302 |
Avg Bars in Losers | 126 | 96 | 166 | 126 | 96 | 166 |
Bars Traded | 13745 | 5384 | 8361 | 13745 | 5384 | 8361 |
Profit Streak | 0 | 0 | 75.3851 | 0 | 0 | 75.3851 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -105551 | 793017 | -19805 | -212635 | 315272 | -578477 |
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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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