Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2100892.8903 | 1964575.0902 | 136317.8 | 12752266.9522 | -2408239.6266 | 15160506.5788 |
Total P&L (%) | 2100.8929 | 1964.5751 | 136.3178 | 12752.267 | -2408.2396 | 15160.5066 |
Avg Daily Profit (%) | 1.1654 | 1.0898 | 0.0756 | 0.2697 | 0 | 0.2793 |
Buy And Hold Return (%) | 221.6065 | 221.6065 | 221.6065 | 221.6065 | 221.6065 | 221.6065 |
Max Trade Drawdown | -74475 | -90582 | -55429 | -20168453 | -22669618 | -11153860 |
Profit Factor | 5.6288 | 8.9927 | 1.6551 | 1.1765 | 0.944 | 1.5186 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Losing Trades | 45 | 26 | 19 | 45 | 26 | 19 |
Profitability (%) | 42.3077 | 33.3333 | 51.2821 | 42.3077 | 33.3333 | 51.2821 |
Ratio Avg Win / Avg Loss | 7.6756 | 17.9855 | 1.5724 | 1.6044 | 1.888 | 1.4427 |
Largest Winning Trade | 1011974 | 1011974 | 70331 | 12117156 | 12117156 | 7008315 |
Largest Losing Trade | -46469 | -24110 | -46469 | -5039448 | -5039448 | -3573465 |
Avg Bars in Trades | 270 | 212 | 328 | 270 | 212 | 328 |
Avg Bars in Winners | 484 | 435 | 516 | 484 | 435 | 516 |
Avg Bars in Losers | 113 | 101 | 130 | 113 | 101 | 130 |
Bars Traded | 21109 | 8300 | 12809 | 21109 | 8300 | 12809 |
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 | -20029 | 557458 | -254435 | -58370 | -584461 | 371602 |
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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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