Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2351159.0012 | 2287753.6063 | 63405.3949 | 2358436.1718 | 18314101.3644 | -15955665.1926 |
Total P&L (%) | 2351.159 | 2287.7536 | 63.4054 | 2358.4362 | 18314.1014 | -15955.6652 |
Avg Daily Profit (%) | 1.0628 | 1.0341 | 0.0287 | 0.1448 | 0.236 | 0 |
Buy And Hold Return (%) | 684.2619 | 684.2619 | 684.2619 | 684.2619 | 684.2619 | 684.2619 |
Max Trade Drawdown | -209714 | -110579 | -103901 | -26888942 | -10513977 | -17365790 |
Profit Factor | 4.5751 | 8.6331 | 1.1771 | 1.0577 | 2.1563 | 0.3628 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 38.8235 | 39.5349 | 38.0952 | 38.8235 | 39.5349 | 38.0952 |
Ratio Avg Win / Avg Loss | 7.2092 | 13.2036 | 1.9129 | 1.6667 | 3.2978 | 0.5895 |
Largest Winning Trade | 2084316 | 2084316 | 55170 | 27030176 | 27030176 | 1164962 |
Largest Losing Trade | -59346 | -42575 | -59346 | -11175977 | -7302141 | -11175977 |
Avg Bars in Trades | 76 | 70 | 82 | 76 | 70 | 82 |
Avg Bars in Winners | 148 | 138 | 159 | 148 | 138 | 159 |
Avg Bars in Losers | 30 | 25 | 35 | 30 | 25 | 35 |
Bars Traded | 6510 | 3026 | 3484 | 6510 | 3026 | 3484 |
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 | 505246 | 542615 | -349517 | -162049 | 303429 | -585364 |
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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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