Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2914083.059 | 2783668.7623 | 130414.2967 | 14130554.6475 | 22392930.94 | -8262376.2925 |
Total P&L (%) | 2914.0831 | 2783.6688 | 130.4143 | 14130.5546 | 22392.9309 | -8262.3763 |
Avg Daily Profit (%) | 1.3184 | 1.2594 | 0.059 | 0.2246 | 0.2453 | 0 |
Buy And Hold Return (%) | 732.0376 | 732.0376 | 732.0376 | 732.0376 | 732.0376 | 732.0376 |
Max Trade Drawdown | -197728 | -84461 | -138260 | -75962694 | -21178194 | -59111483 |
Profit Factor | 5.7096 | 10.6665 | 1.3943 | 1.0854 | 1.3132 | 0.9121 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 47.561 | 48.7805 | 46.3415 | 47.561 | 48.7805 | 46.3415 |
Ratio Avg Win / Avg Loss | 6.2952 | 11.1999 | 1.6144 | 1.1967 | 1.3789 | 1.0561 |
Largest Winning Trade | 2485083 | 2485083 | 47230 | 35288281 | 35288281 | 18770494 |
Largest Losing Trade | -31824 | -31824 | -29022 | -16029024 | -10139644 | -16029024 |
Avg Bars in Trades | 157 | 151 | 163 | 157 | 151 | 163 |
Avg Bars in Winners | 250 | 239 | 262 | 250 | 239 | 262 |
Avg Bars in Losers | 73 | 68 | 78 | 73 | 68 | 78 |
Bars Traded | 12942 | 6229 | 6712 | 12942 | 6229 | 6712 |
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 | 358772 | 693246 | -279530 | -128082 | 293440 | -580498 |
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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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