Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2722686.5992 | 2598606.608 | 124079.9911 | 4546279.1818 | 22153230.4634 | -17606951.2816 |
Total P&L (%) | 2722.6866 | 2598.6066 | 124.08 | 4546.2792 | 22153.2305 | -17606.9513 |
Avg Daily Profit (%) | 1.1787 | 1.1249 | 0.0537 | 0.1663 | 0.2343 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170199 | -127263 | -78591 | -58830442 | -26714697 | -35543292 |
Profit Factor | 5.0304 | 9.8141 | 1.3259 | 1.0451 | 1.5773 | 0.7176 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Profitability (%) | 47.619 | 40.4762 | 54.7619 | 47.619 | 40.4762 | 54.7619 |
Ratio Avg Win / Avg Loss | 5.5334 | 14.4325 | 1.0953 | 1.1497 | 2.3196 | 0.5928 |
Largest Winning Trade | 2280313 | 2280313 | 80814 | 30907972 | 30907972 | 9680037 |
Largest Losing Trade | -49200 | -30804 | -49200 | -30229468 | -7192497 | -30229468 |
Avg Bars in Trades | 77 | 68 | 85 | 77 | 68 | 85 |
Avg Bars in Winners | 106 | 99 | 111 | 106 | 99 | 111 |
Avg Bars in Losers | 50 | 48 | 54 | 50 | 48 | 54 |
Bars Traded | 6485 | 2883 | 3602 | 6485 | 2883 | 3602 |
Profit Streak | 26.5856 | 0 | 37.2523 | 26.5856 | 0 | 37.2523 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 761469 | 659372 | -119740 | -163286 | 272157 | -579572 |
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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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