Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1650895.5449 | 1406679.5623 | 244215.9826 | 141813039.4984 | 62527647.1246 | 79285392.3738 |
Total P&L (%) | 1650.8955 | 1406.6796 | 244.216 | 141813.0395 | 62527.6471 | 79285.3924 |
Avg Daily Profit (%) | 0.729 | 0.6211 | 0.1078 | 0.321 | 0.2848 | 0.2953 |
Buy And Hold Return (%) | 365.4333 | 365.4333 | 365.4333 | 365.4333 | 365.4333 | 365.4333 |
Max Trade Drawdown | -76376 | -53163 | -50178 | -123939111 | -80270748 | -68586633 |
Profit Factor | 5.1822 | 8.1457 | 2.2341 | 1.4397 | 1.3634 | 1.5269 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 55.0725 | 51.4286 | 58.8235 | 55.0725 | 51.4286 | 58.8235 |
Ratio Avg Win / Avg Loss | 4.2276 | 7.6932 | 1.5639 | 1.1745 | 1.2877 | 1.0688 |
Largest Winning Trade | 775240 | 775240 | 56356 | 80302787 | 80302787 | 61053276 |
Largest Losing Trade | -50178 | -39292 | -50178 | -61724512 | -61724512 | -39976604 |
Avg Bars in Trades | 86 | 62 | 111 | 86 | 62 | 111 |
Avg Bars in Winners | 106 | 71 | 139 | 106 | 71 | 139 |
Avg Bars in Losers | 62 | 53 | 72 | 62 | 53 | 72 |
Bars Traded | 5985 | 2188 | 3797 | 5985 | 2188 | 3797 |
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 | -86616 | 647456 | -209422 | -95332 | 338733 | 412160 |
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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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