Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2330584.2768 | 2137814.254 | 192770.0228 | 58459529.9338 | 30960312.2858 | 27499217.6481 |
Total P&L (%) | 2330.5843 | 2137.8143 | 192.77 | 58459.5299 | 30960.3123 | 27499.2176 |
Avg Daily Profit (%) | 1.0477 | 0.961 | 0.0867 | 0.2869 | 0.2583 | 0.253 |
Buy And Hold Return (%) | 746.6518 | 746.6518 | 746.6518 | 746.6518 | 746.6518 | 746.6518 |
Max Trade Drawdown | -88585 | -67270 | -50218 | -143335972 | -93848809 | -89356773 |
Profit Factor | 6.5262 | 12.6882 | 1.8072 | 1.1581 | 1.1801 | 1.139 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Losing Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Profitability (%) | 54.8387 | 61.2903 | 48.3871 | 54.8387 | 61.2903 | 48.3871 |
Ratio Avg Win / Avg Loss | 5.3745 | 8.0136 | 1.9276 | 0.9538 | 0.7453 | 1.215 |
Largest Winning Trade | 1734889 | 1734889 | 46807 | 48745621 | 48745621 | 35055295 |
Largest Losing Trade | -38269 | -38269 | -28755 | -47587945 | -37745810 | -47587945 |
Avg Bars in Trades | 140 | 164 | 117 | 140 | 164 | 117 |
Avg Bars in Winners | 180 | 194 | 161 | 180 | 194 | 161 |
Avg Bars in Losers | 92 | 115 | 75 | 92 | 115 | 75 |
Bars Traded | 8724 | 5090 | 3634 | 8724 | 5090 | 3634 |
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 | -138966 | 720896 | -240279 | -197331 | -14118 | -59750 |
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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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