Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1248263.1367 | 944429.764 | 303833.3728 | 30106088.375 | 2832793.3844 | 27273294.9906 |
Total P&L (%) | 1248.2631 | 944.4298 | 303.8334 | 30106.0884 | 2832.7934 | 27273.295 |
Avg Daily Profit (%) | 0.5233 | 0.3959 | 0.1274 | 0.2397 | 0.1417 | 0.2356 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82290 | -70472 | -64750 | -26192708 | -24646226 | -22876239 |
Profit Factor | 3.3345 | 4.073 | 2.3363 | 1.2487 | 1.0392 | 1.5585 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 60 | 55.2632 | 64.8649 | 60 | 55.2632 | 64.8649 |
Ratio Avg Win / Avg Loss | 2.223 | 3.2972 | 1.2655 | 0.8325 | 0.8413 | 0.8442 |
Largest Winning Trade | 325766 | 325766 | 68293 | 19182554 | 19182554 | 17657909 |
Largest Losing Trade | -64750 | -36981 | -64750 | -13603561 | -13603561 | -11265995 |
Avg Bars in Trades | 91 | 73 | 109 | 91 | 73 | 109 |
Avg Bars in Winners | 104 | 66 | 138 | 104 | 66 | 138 |
Avg Bars in Losers | 71 | 82 | 57 | 71 | 82 | 57 |
Bars Traded | 6866 | 2806 | 4060 | 6866 | 2806 | 4060 |
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 | -42526 | 630820 | -17701 | -53222 | -181749 | 369763 |
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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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