Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2147013.6427 | 2162413.3141 | -15399.6714 | 98707.1853 | 7940278.8118 | -7841571.6265 |
Total P&L (%) | 2147.0136 | 2162.4133 | -15.3997 | 98.7072 | 7940.2788 | -7841.5716 |
Avg Daily Profit (%) | 0.9712 | 0.9781 | -0.007 | 0.0311 | 0.1986 | 0 |
Buy And Hold Return (%) | 299.4696 | 299.4696 | 299.4696 | 299.4696 | 299.4696 | 299.4696 |
Max Trade Drawdown | -241683 | -134295 | -150604 | -10552000 | -2679530 | -8011494 |
Profit Factor | 3.9251 | 6.1221 | 0.9506 | 1.0075 | 2.9018 | 0.1251 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Losing Trades | 50 | 28 | 22 | 50 | 28 | 22 |
Profitability (%) | 39.759 | 31.7073 | 47.619 | 39.759 | 31.7073 | 47.619 |
Ratio Avg Win / Avg Loss | 5.9472 | 13.186 | 1.0457 | 1.5265 | 6.2501 | 0.1376 |
Largest Winning Trade | 2084527 | 2084527 | 43315 | 10206330 | 10206330 | 200284 |
Largest Losing Trade | -70294 | -51606 | -70294 | -7518628 | -1246996 | -7518628 |
Avg Bars in Trades | 101 | 144 | 60 | 101 | 144 | 60 |
Avg Bars in Winners | 148 | 250 | 81 | 148 | 250 | 81 |
Avg Bars in Losers | 71 | 95 | 40 | 71 | 95 | 40 |
Bars Traded | 8447 | 5918 | 2529 | 8447 | 5918 | 2529 |
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 | 542200 | 531748 | -579993 | -533576 | 233589 | -581660 |
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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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