Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1862040.811 | 1713993.4539 | 148047.3572 | 16576331.2895 | -1351908.2855 | 17928239.5749 |
Total P&L (%) | 1862.0408 | 1713.9935 | 148.0474 | 16576.3313 | -1351.9083 | 17928.2396 |
Avg Daily Profit (%) | 0.9913 | 0.9125 | 0.0788 | 0.2728 | 0 | 0.2769 |
Buy And Hold Return (%) | 479.8826 | 479.8826 | 479.8826 | 479.8826 | 479.8826 | 479.8826 |
Max Trade Drawdown | -92126 | -73552 | -69381 | -14572213 | -13918167 | -6265536 |
Profit Factor | 4.9049 | 7.6516 | 1.6755 | 1.2528 | 0.9688 | 1.808 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 49.3827 | 43.9024 | 55 | 49.3827 | 43.9024 | 55 |
Ratio Avg Win / Avg Loss | 5.0275 | 9.777 | 1.3709 | 1.2841 | 1.238 | 1.4793 |
Largest Winning Trade | 1163334 | 1163334 | 57136 | 9410066 | 9410066 | 9253035 |
Largest Losing Trade | -37935 | -28048 | -37935 | -8425354 | -8425354 | -4036142 |
Avg Bars in Trades | 67 | 57 | 76 | 67 | 57 | 76 |
Avg Bars in Winners | 97 | 81 | 110 | 97 | 81 | 110 |
Avg Bars in Losers | 37 | 38 | 35 | 37 | 38 | 35 |
Bars Traded | 5436 | 2361 | 3075 | 5436 | 2361 | 3075 |
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 | 79593 | 606723 | -250752 | -8062 | -581446 | 420844 |
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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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