Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2358994.6865 | 2241960.5998 | 117034.0867 | 10153189.9193 | 16555464.4965 | -6402274.5772 |
Total P&L (%) | 2358.9947 | 2241.9606 | 117.0341 | 10153.1899 | 16555.4645 | -6402.2746 |
Avg Daily Profit (%) | 1.0652 | 1.0123 | 0.0528 | 0.2093 | 0.2312 | 0 |
Buy And Hold Return (%) | 709.8313 | 709.8313 | 709.8313 | 709.8313 | 709.8313 | 709.8313 |
Max Trade Drawdown | -137802 | -74380 | -100872 | -12500590 | -4950389 | -11638172 |
Profit Factor | 5.6105 | 12.0114 | 1.3799 | 1.2556 | 2.3074 | 0.7634 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 40 | 40 | 40 | 40 | 40 | 40 |
Ratio Avg Win / Avg Loss | 8.4158 | 18.017 | 2.0699 | 1.8834 | 3.4611 | 1.1451 |
Largest Winning Trade | 1916626 | 1916626 | 53606 | 13712176 | 13712176 | 5591383 |
Largest Losing Trade | -71130 | -33382 | -71130 | -10262404 | -2066204 | -10262404 |
Avg Bars in Trades | 93 | 87 | 98 | 93 | 87 | 98 |
Avg Bars in Winners | 174 | 156 | 192 | 174 | 156 | 192 |
Avg Bars in Losers | 38 | 42 | 35 | 38 | 42 | 35 |
Bars Traded | 6523 | 3074 | 3449 | 6523 | 3074 | 3449 |
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 | -83851 | 540349 | -290339 | -93625 | 316789 | -583009 |
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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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