Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2422138.6951 | 2326184.22 | 95954.4751 | 7012632.8605 | 12980641.4125 | -5968008.5519 |
Total P&L (%) | 2422.1387 | 2326.1842 | 95.9545 | 7012.6329 | 12980.6414 | -5968.0086 |
Avg Daily Profit (%) | 1.0958 | 1.0524 | 0.0434 | 0.1931 | 0.2207 | 0 |
Buy And Hold Return (%) | 631.2118 | 631.2118 | 631.2118 | 631.2118 | 631.2118 | 631.2118 |
Max Trade Drawdown | -123341 | -73107 | -103331 | -15311708 | -7907294 | -11628686 |
Profit Factor | 5.248 | 10.4095 | 1.2971 | 1.1301 | 1.5578 | 0.8053 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Losing Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Profitability (%) | 37.8049 | 43.9024 | 31.7073 | 37.8049 | 43.9024 | 31.7073 |
Ratio Avg Win / Avg Loss | 8.6339 | 13.301 | 2.7938 | 1.8591 | 1.9906 | 1.7345 |
Largest Winning Trade | 2086858 | 2086858 | 53460 | 16113371 | 16113371 | 3774923 |
Largest Losing Trade | -37453 | -26959 | -37453 | -4163562 | -3635819 | -4163562 |
Avg Bars in Trades | 157 | 146 | 169 | 157 | 146 | 169 |
Avg Bars in Winners | 321 | 266 | 398 | 321 | 266 | 398 |
Avg Bars in Losers | 57 | 51 | 62 | 57 | 51 | 62 |
Bars Traded | 12924 | 5986 | 6938 | 12924 | 5986 | 6938 |
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 | 198454 | 614730 | -306602 | -81902 | 311404 | -585078 |
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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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