Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2149856.1468 | 2090520.711 | 59335.4358 | 3045268.7711 | 8137752.6567 | -5092483.8856 |
Total P&L (%) | 2149.8561 | 2090.5207 | 59.3354 | 3045.2688 | 8137.7527 | -5092.4839 |
Avg Daily Profit (%) | 0.9672 | 0.9405 | 0.0267 | 0.1553 | 0.1987 | 0 |
Buy And Hold Return (%) | 903.3952 | 903.3952 | 903.3952 | 903.3952 | 903.3952 | 903.3952 |
Max Trade Drawdown | -107958 | -70670 | -82742 | -10004434 | -5107624 | -6383011 |
Profit Factor | 4.0279 | 7.6425 | 1.1501 | 1.0852 | 1.5059 | 0.7408 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Profitability (%) | 30.7018 | 31.5789 | 29.8246 | 30.7018 | 31.5789 | 29.8246 |
Ratio Avg Win / Avg Loss | 9.0915 | 16.5588 | 2.7061 | 2.4495 | 3.2628 | 1.7431 |
Largest Winning Trade | 1881222 | 1881222 | 54006 | 11351117 | 11351117 | 2630461 |
Largest Losing Trade | -42474 | -30297 | -42474 | -3561622 | -2103781 | -3561622 |
Avg Bars in Trades | 57 | 51 | 63 | 57 | 51 | 63 |
Avg Bars in Winners | 140 | 118 | 164 | 140 | 118 | 164 |
Avg Bars in Losers | 20 | 20 | 20 | 20 | 20 | 20 |
Bars Traded | 6530 | 2914 | 3616 | 6530 | 2914 | 3616 |
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 | 318021 | -170475 | -566179 | -127997 | -177017 | -766884 |
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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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