Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2057043.8508 | 2028910.7334 | 28133.1174 | 1039146.8221 | 3595270.8381 | -2556124.016 |
Total P&L (%) | 2057.0439 | 2028.9107 | 28.1331 | 1039.1468 | 3595.2708 | -2556.124 |
Avg Daily Profit (%) | 0.9304 | 0.9176 | 0.0127 | 0.1101 | 0.1634 | 0 |
Buy And Hold Return (%) | 300.7291 | 300.7291 | 300.7291 | 300.7291 | 300.7291 | 300.7291 |
Max Trade Drawdown | -240627 | -155260 | -108681 | -16429472 | -8964403 | -7885946 |
Profit Factor | 4.2089 | 7.5261 | 1.0852 | 1.0377 | 1.2496 | 0.806 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Losing Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Profitability (%) | 32 | 34.2105 | 29.7297 | 32 | 34.2105 | 29.7297 |
Ratio Avg Win / Avg Loss | 8.9439 | 14.4733 | 2.565 | 2.2051 | 2.4031 | 1.905 |
Largest Winning Trade | 1885066 | 1885066 | 60189 | 8770122 | 8770122 | 3257005 |
Largest Losing Trade | -44209 | -30585 | -44209 | -4719239 | -2936250 | -4719239 |
Avg Bars in Trades | 54 | 49 | 59 | 54 | 49 | 59 |
Avg Bars in Winners | 88 | 76 | 102 | 88 | 76 | 102 |
Avg Bars in Losers | 39 | 36 | 41 | 39 | 36 | 41 |
Bars Traded | 4115 | 1896 | 2219 | 4115 | 1896 | 2219 |
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 | -47890 | 558003 | -476265 | -294548 | 89439 | -586963 |
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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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