Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2166853.1193 | 1967707.0461 | 199146.0732 | 39482711.1189 | 740944.4532 | 38741766.6658 |
Total P&L (%) | 2166.8531 | 1967.707 | 199.1461 | 39482.7111 | 740.9445 | 38741.7667 |
Avg Daily Profit (%) | 0.9575 | 0.8695 | 0.088 | 0.2646 | 0.0941 | 0.2638 |
Buy And Hold Return (%) | 499.9146 | 499.9146 | 499.9146 | 499.9146 | 499.9146 | 499.9146 |
Max Trade Drawdown | -82654 | -72429 | -55881 | -29143383 | -25033112 | -9960703 |
Profit Factor | 5.2592 | 7.2497 | 2.0271 | 1.4419 | 1.0111 | 2.708 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 53.8462 | 46.1538 | 61.5385 | 53.8462 | 46.1538 | 61.5385 |
Ratio Avg Win / Avg Loss | 4.5079 | 8.4579 | 1.2669 | 1.2359 | 1.1796 | 1.6925 |
Largest Winning Trade | 1309791 | 1309791 | 51995 | 18958447 | 18958447 | 8576278 |
Largest Losing Trade | -39720 | -34742 | -39720 | -13814379 | -13814379 | -6733584 |
Avg Bars in Trades | 55 | 60 | 50 | 55 | 60 | 50 |
Avg Bars in Winners | 72 | 89 | 59 | 72 | 89 | 59 |
Avg Bars in Losers | 36 | 35 | 37 | 36 | 35 | 37 |
Bars Traded | 4342 | 2359 | 1983 | 4342 | 2359 | 1983 |
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 | -18916 | 648015 | -236991 | -28737 | -292424 | 549574 |
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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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