Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2555235.3902 | 2380555.5192 | 174679.871 | 37661410.6618 | -6888360.1512 | 44549770.8129 |
Total P&L (%) | 2555.2354 | 2380.5555 | 174.6799 | 37661.4107 | -6888.3602 | 44549.7708 |
Avg Daily Profit (%) | 1.1532 | 1.0744 | 0.0788 | 0.2682 | 0 | 0.2757 |
Buy And Hold Return (%) | 821.2707 | 821.2707 | 821.2707 | 821.2707 | 821.2707 | 821.2707 |
Max Trade Drawdown | -110860 | -81397 | -84388 | -70495780 | -67309520 | -41312013 |
Profit Factor | 5.2831 | 8.6957 | 1.6081 | 1.1474 | 0.9565 | 1.4578 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Losing Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Profitability (%) | 46.9136 | 51.2195 | 42.5 | 46.9136 | 51.2195 | 42.5 |
Ratio Avg Win / Avg Loss | 5.9782 | 8.2816 | 2.1757 | 1.2983 | 0.9109 | 1.9723 |
Largest Winning Trade | 1952522 | 1952522 | 50662 | 39625694 | 39625694 | 19753965 |
Largest Losing Trade | -38829 | -38829 | -34232 | -28946386 | -28946386 | -17654469 |
Avg Bars in Trades | 107 | 126 | 87 | 107 | 126 | 87 |
Avg Bars in Winners | 150 | 168 | 127 | 150 | 168 | 127 |
Avg Bars in Losers | 69 | 82 | 58 | 69 | 82 | 58 |
Bars Traded | 8705 | 5192 | 3513 | 8705 | 5192 | 3513 |
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 | 35463 | 681300 | -253313 | -67289 | -580584 | 286409 |
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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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