Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2242703.8518 | 2113452.9255 | 129250.9263 | 3901321.4275 | 8475098.4263 | -4573776.9989 |
Total P&L (%) | 2242.7039 | 2113.4529 | 129.2509 | 3901.3214 | 8475.0984 | -4573.777 |
Avg Daily Profit (%) | 0.9696 | 0.9137 | 0.0559 | 0.1596 | 0.1926 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98795 | -85797 | -66279 | -17068830 | -10942137 | -7669641 |
Profit Factor | 5.258 | 9.0942 | 1.4867 | 1.0876 | 1.3867 | 0.7979 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 42.8571 | 42.8571 | 42.8571 | 42.8571 | 42.8571 | 42.8571 |
Ratio Avg Win / Avg Loss | 7.0107 | 12.1256 | 1.9822 | 1.4501 | 1.8489 | 1.0639 |
Largest Winning Trade | 1816836 | 1816836 | 87371 | 14379230 | 14379230 | 5626308 |
Largest Losing Trade | -46284 | -39799 | -46284 | -5561291 | -4454893 | -5561291 |
Avg Bars in Trades | 63 | 41 | 85 | 63 | 41 | 85 |
Avg Bars in Winners | 123 | 72 | 173 | 123 | 72 | 173 |
Avg Bars in Losers | 18 | 17 | 19 | 18 | 17 | 19 |
Bars Traded | 4425 | 1439 | 2986 | 4425 | 1439 | 2986 |
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 | -80258 | 684198 | -118751 | -218053 | 248840 | -581898 |
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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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