Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2353453.1389 | 2276248.387 | 77204.752 | 4588645.5891 | 9672575.9582 | -5083930.3691 |
Total P&L (%) | 2353.4531 | 2276.2484 | 77.2048 | 4588.6456 | 9672.576 | -5083.9304 |
Avg Daily Profit (%) | 1.0636 | 1.0287 | 0.0349 | 0.174 | 0.2073 | 0 |
Buy And Hold Return (%) | 562.6568 | 562.6568 | 562.6568 | 562.6568 | 562.6568 | 562.6568 |
Max Trade Drawdown | -104960 | -81238 | -88131 | -16604653 | -12805107 | -9846237 |
Profit Factor | 4.7927 | 9.2111 | 1.2249 | 1.0798 | 1.3598 | 0.8339 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 44 | 44.7368 | 43.2432 | 44 | 44.7368 | 43.2432 |
Ratio Avg Win / Avg Loss | 6.0998 | 11.3784 | 1.6077 | 1.3743 | 1.6797 | 1.0944 |
Largest Winning Trade | 2011041 | 2011041 | 44367 | 19341042 | 19341042 | 3583658 |
Largest Losing Trade | -35659 | -32782 | -35659 | -6248364 | -4938292 | -6248364 |
Avg Bars in Trades | 87 | 85 | 88 | 87 | 85 | 88 |
Avg Bars in Winners | 138 | 135 | 141 | 138 | 135 | 141 |
Avg Bars in Losers | 46 | 44 | 48 | 46 | 44 | 48 |
Bars Traded | 6529 | 3243 | 3286 | 6529 | 3243 | 3286 |
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 | -44632 | 636382 | -313947 | -188513 | 274563 | -581733 |
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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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