Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1505074.0439 | 1386258.9215 | 118815.1224 | 11800845.343 | 12536633.1669 | -735787.8239 |
Total P&L (%) | 1505.074 | 1386.2589 | 118.8151 | 11800.8453 | 12536.6332 | -735.7878 |
Avg Daily Profit (%) | 0.6019 | 0.5544 | 0.0475 | 0.1913 | 0.1937 | 0 |
Buy And Hold Return (%) | 419.4346 | 419.4346 | 419.4346 | 419.4346 | 419.4346 | 419.4346 |
Max Trade Drawdown | -110624 | -82031 | -69780 | -30848596 | -19094809 | -20757049 |
Profit Factor | 3.6385 | 6.3813 | 1.3798 | 1.1327 | 1.2736 | 0.9829 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 76 | 40 | 36 | 76 | 40 | 36 |
Profitability (%) | 32.1429 | 28.5714 | 35.7143 | 32.1429 | 28.5714 | 35.7143 |
Ratio Avg Win / Avg Loss | 7.6813 | 15.9533 | 2.4837 | 2.3913 | 3.184 | 1.7693 |
Largest Winning Trade | 887731 | 887731 | 60105 | 20003539 | 20003539 | 9609664 |
Largest Losing Trade | -27654 | -20106 | -27654 | -6055078 | -5175119 | -6055078 |
Avg Bars in Trades | 43 | 39 | 48 | 43 | 39 | 48 |
Avg Bars in Winners | 105 | 99 | 110 | 105 | 99 | 110 |
Avg Bars in Losers | 14 | 14 | 13 | 14 | 14 | 13 |
Bars Traded | 4890 | 2192 | 2698 | 4890 | 2192 | 2698 |
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 | 325239 | -177652 | -479434 | -72105 | -185389 | -763888 |
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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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