Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1981193.9768 | 1938790.1426 | 42403.8342 | 34562174.6283 | 52873972.1559 | -18311797.5275 |
Total P&L (%) | 1981.194 | 1938.7901 | 42.4038 | 34562.1746 | 52873.9722 | -18311.7975 |
Avg Daily Profit (%) | 1.0639 | 1.0411 | 0.0228 | 0.3145 | 0.3374 | 0 |
Buy And Hold Return (%) | 8871.374 | 8871.374 | 8871.374 | 8871.374 | 8871.374 | 8871.374 |
Max Trade Drawdown | -68219 | -30922 | -72960 | -29517930 | -15097148 | -23041609 |
Profit Factor | 6.8867 | 15.3679 | 1.2103 | 1.5389 | 2.9297 | 0.5014 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 30 | 20 | 10 | 30 | 20 | 10 |
Losing Trades | 58 | 24 | 34 | 58 | 24 | 34 |
Profitability (%) | 34.0909 | 45.4545 | 22.7273 | 34.0909 | 45.4545 | 22.7273 |
Ratio Avg Win / Avg Loss | 13.3143 | 18.4415 | 4.1151 | 2.9753 | 3.5157 | 1.7049 |
Largest Winning Trade | 1197398 | 1197398 | 64933 | 32925925 | 32925925 | 10124832 |
Largest Losing Trade | -25291 | -16028 | -25291 | -8200809 | -6622647 | -8200809 |
Avg Bars in Trades | 79 | 83 | 75 | 79 | 83 | 75 |
Avg Bars in Winners | 165 | 156 | 184 | 165 | 156 | 184 |
Avg Bars in Losers | 34 | 21 | 43 | 34 | 21 | 43 |
Bars Traded | 6961 | 3652 | 3308 | 6961 | 3652 | 3308 |
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 | -149806 | -145583 | -367350 | 122587 | 446541 | -617773 |
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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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