Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1525927.0324 | 1313069.2847 | 212857.7477 | 75489674.212 | 30151692.6027 | 45337981.6093 |
Total P&L (%) | 1525.927 | 1313.0693 | 212.8577 | 75489.6742 | 30151.6926 | 45337.9816 |
Avg Daily Profit (%) | 0.6718 | 0.5781 | 0.0937 | 0.2922 | 0.2518 | 0.2698 |
Buy And Hold Return (%) | 353.4202 | 353.4202 | 353.4202 | 353.4202 | 353.4202 | 353.4202 |
Max Trade Drawdown | -76656 | -44824 | -90158 | -47467026 | -42633515 | -26897973 |
Profit Factor | 4.5545 | 7.9478 | 1.8858 | 1.5166 | 1.3914 | 1.656 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Profitability (%) | 58.9041 | 62.1622 | 55.5556 | 58.9041 | 62.1622 | 55.5556 |
Ratio Avg Win / Avg Loss | 3.1776 | 4.8378 | 1.5086 | 1.0581 | 0.847 | 1.3248 |
Largest Winning Trade | 743925 | 743925 | 57107 | 45682457 | 45682457 | 28802989 |
Largest Losing Trade | -46210 | -44824 | -46210 | -19952896 | -17643253 | -19952896 |
Avg Bars in Trades | 109 | 73 | 146 | 109 | 73 | 146 |
Avg Bars in Winners | 128 | 72 | 193 | 128 | 72 | 193 |
Avg Bars in Losers | 80 | 73 | 87 | 80 | 73 | 87 |
Bars Traded | 7973 | 2705 | 5268 | 7973 | 2705 | 5268 |
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 | -57246 | 680567 | -229328 | -64612 | 325390 | 409585 |
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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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