Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3626833.2224 | 3536656.3395 | 90176.8829 | 5446731.2842 | 7747464.2199 | -2300732.9357 |
Total P&L (%) | 3626.8332 | 3536.6563 | 90.1769 | 5446.7313 | 7747.4642 | -2300.7329 |
Avg Daily Profit (%) | 1.6358 | 1.5951 | 0.0407 | 0.1813 | 0.197 | 0 |
Buy And Hold Return (%) | 899.5472 | 899.5472 | 899.5472 | 899.5472 | 899.5472 | 899.5472 |
Max Trade Drawdown | -119271 | -77225 | -64915 | -13797368 | -8159588 | -11398480 |
Profit Factor | 8.5362 | 16.2097 | 1.3625 | 1.1109 | 1.3516 | 0.9151 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 30.8642 | 29.2683 | 32.5 | 30.8642 | 29.2683 | 32.5 |
Ratio Avg Win / Avg Loss | 19.121 | 39.1734 | 2.8299 | 2.4884 | 3.2664 | 1.9005 |
Largest Winning Trade | 3437131 | 3437131 | 49729 | 13601282 | 13601282 | 5904497 |
Largest Losing Trade | -24656 | -22658 | -24656 | -3904039 | -2701375 | -3904039 |
Avg Bars in Trades | 160 | 140 | 181 | 160 | 140 | 181 |
Avg Bars in Winners | 403 | 336 | 465 | 403 | 336 | 465 |
Avg Bars in Losers | 52 | 59 | 44 | 52 | 59 | 44 |
Bars Traded | 13012 | 5769 | 7242 | 13012 | 5769 | 7242 |
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 | -3493 | 328840 | -309554 | -113921 | -1444 | -584777 |
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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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