Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1925405.695 | 1653980.6269 | 271425.0682 | 20957437.1914 | -34377934.457 | 55335371.6483 |
Total P&L (%) | 1925.4057 | 1653.9806 | 271.4251 | 20957.4372 | -34377.9345 | 55335.3716 |
Avg Daily Profit (%) | 0.8067 | 0.693 | 0.1137 | 0.2244 | 0 | 0.2651 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166932 | -102443 | -83011 | -178696618 | -116328370 | -104393653 |
Profit Factor | 4.4979 | 6.2065 | 2.1661 | 1.0445 | 0.8801 | 1.3007 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 45.7627 | 40 | 51.7241 | 45.7627 | 40 | 51.7241 |
Ratio Avg Win / Avg Loss | 5.3308 | 9.3097 | 2.0217 | 1.238 | 1.3201 | 1.214 |
Largest Winning Trade | 1007887 | 1007887 | 64633 | 71788096 | 71788096 | 61011676 |
Largest Losing Trade | -52229 | -42733 | -52229 | -67479501 | -54840891 | -67479501 |
Avg Bars in Trades | 157 | 165 | 148 | 157 | 165 | 148 |
Avg Bars in Winners | 238 | 264 | 218 | 238 | 264 | 218 |
Avg Bars in Losers | 88 | 98 | 74 | 88 | 98 | 74 |
Bars Traded | 9268 | 4950 | 4318 | 9268 | 4950 | 4318 |
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 | -160549 | 606354 | -36887 | -344450 | -583047 | 318611 |
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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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