Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1224813.9139 | 947690.943 | 277122.9709 | 233132169.483 | 106616533.395 | 126515636.088 |
Total P&L (%) | 1224.8139 | 947.6909 | 277.123 | 233132.1695 | 106616.5334 | 126515.6361 |
Avg Daily Profit (%) | 0.4895 | 0.3787 | 0.1107 | 0.3104 | 0.279 | 0.2859 |
Buy And Hold Return (%) | 424.858 | 424.858 | 424.858 | 424.858 | 424.858 | 424.858 |
Max Trade Drawdown | -45674 | -41062 | -56416 | -102029678 | -55277295 | -78748712 |
Profit Factor | 4.9465 | 7.4905 | 2.6862 | 1.7228 | 1.65 | 1.7981 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 55.5556 | 56.0976 | 55 | 55.5556 | 56.0976 | 55 |
Ratio Avg Win / Avg Loss | 3.9572 | 5.8621 | 2.1978 | 1.3782 | 1.2913 | 1.4712 |
Largest Winning Trade | 290150 | 290150 | 58597 | 76007450 | 76007450 | 66914395 |
Largest Losing Trade | -26843 | -22808 | -26843 | -36248838 | -36248838 | -32087142 |
Avg Bars in Trades | 89 | 74 | 103 | 89 | 74 | 103 |
Avg Bars in Winners | 117 | 92 | 143 | 117 | 92 | 143 |
Avg Bars in Losers | 54 | 52 | 55 | 54 | 52 | 55 |
Bars Traded | 7219 | 3060 | 4159 | 7219 | 3060 | 4159 |
Profit Streak | 0 | 0 | 6.6022 | 0 | 0 | 6.6022 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -505 | 488456 | -203958 | -4422 | 415908 | 464790 |
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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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