Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1087035.6243 | 900878.3245 | 186157.2999 | 40118739.1909 | 39558150.3259 | 560588.865 |
Total P&L (%) | 1087.0356 | 900.8783 | 186.1573 | 40118.7392 | 39558.1503 | 560.5889 |
Avg Daily Profit (%) | 0.4347 | 0.3603 | 0.0744 | 0.2401 | 0.2395 | 0.0755 |
Buy And Hold Return (%) | 749.9 | 749.9 | 749.9 | 749.9 | 749.9 | 749.9 |
Max Trade Drawdown | -89153 | -48366 | -92391 | -18845266 | -13957760 | -4887506 |
Profit Factor | 3.2824 | 4.8002 | 1.7783 | 1.9722 | 2.6572 | 1.0322 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 62.9213 | 61.3636 | 64.4444 | 62.9213 | 61.3636 | 64.4444 |
Ratio Avg Win / Avg Loss | 1.9343 | 3.0223 | 0.9811 | 1.1622 | 1.673 | 0.5695 |
Largest Winning Trade | 330285 | 330285 | 62860 | 25902174 | 25902174 | 6627207 |
Largest Losing Trade | -62153 | -42195 | -62153 | -13957760 | -13957760 | -4887506 |
Avg Bars in Trades | 81 | 92 | 72 | 81 | 92 | 72 |
Avg Bars in Winners | 85 | 92 | 79 | 85 | 92 | 79 |
Avg Bars in Losers | 75 | 91 | 58 | 75 | 91 | 58 |
Bars Traded | 7296 | 4053 | 3243 | 7296 | 4053 | 3243 |
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 | -7401 | -84554 | -256793 | 475423 | 539121 | -442273 |
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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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