Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2523996.6636 | 2552596.5437 | -28599.8801 | -267007.9592 | 13068080.8174 | -13335088.7766 |
Total P&L (%) | 2523.9967 | 2552.5965 | -28.5999 | -267.008 | 13068.0808 | -13335.0888 |
Avg Daily Profit (%) | 1.4027 | 1.4186 | -0.0159 | 0 | 0.2716 | 0 |
Buy And Hold Return (%) | 161.4164 | 161.4164 | 161.4164 | 161.4164 | 161.4164 | 161.4164 |
Max Trade Drawdown | -314692 | -204246 | -150035 | -19998791 | -5133939 | -15285038 |
Profit Factor | 3.8522 | 6.9043 | 0.9368 | 0.9882 | 3.1491 | 0.1908 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 43 | 20 | 23 | 41 | 22 | 19 |
Losing Trades | 41 | 22 | 19 | 43 | 20 | 23 |
Profitability (%) | 51.1905 | 47.619 | 54.7619 | 48.8095 | 52.381 | 45.2381 |
Ratio Avg Win / Avg Loss | 3.6731 | 7.5947 | 0.7739 | 1.0364 | 2.8628 | 0.231 |
Largest Winning Trade | 1947956 | 1947956 | 48432 | 14659080 | 14659080 | 645080 |
Largest Losing Trade | -123757 | -55215 | -123757 | -13990483 | -4674490 | -13990483 |
Avg Bars in Trades | 60 | 63 | 57 | 60 | 63 | 57 |
Avg Bars in Winners | 67 | 64 | 69 | 62 | 79 | 43 |
Avg Bars in Losers | 53 | 63 | 41 | 58 | 47 | 68 |
Bars Traded | 5084 | 2686 | 2398 | 5084 | 2686 | 2398 |
Profit Streak | 29.818 | 47.4846 | 29.818 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 792898 | 788710 | -579577 | -579349 | 540699 | -582586 |
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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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