Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3516054.2026 | 3496185.9164 | 19868.2862 | 7759769.1184 | 29481780.5148 | -21722011.3965 |
Total P&L (%) | 3516.0542 | 3496.1859 | 19.8683 | 7759.7691 | 29481.7805 | -21722.0114 |
Avg Daily Profit (%) | 1.7207 | 1.711 | 0.0097 | 0.2138 | 0.2788 | 0 |
Buy And Hold Return (%) | 3370.9677 | 3370.9677 | 3370.9677 | 3370.9677 | 3370.9677 | 3370.9677 |
Max Trade Drawdown | -118156 | -73649 | -91533 | -23894325 | -8175020 | -22820668 |
Profit Factor | 5.7447 | 10.4528 | 1.0535 | 1.1023 | 2.0647 | 0.549 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Profitability (%) | 46.5116 | 39.5349 | 53.4884 | 46.5116 | 39.5349 | 53.4884 |
Ratio Avg Win / Avg Loss | 6.6064 | 15.9867 | 0.9161 | 1.2676 | 3.1578 | 0.4774 |
Largest Winning Trade | 1697373 | 1697373 | 70326 | 11430097 | 11430097 | 5170142 |
Largest Losing Trade | -70245 | -47910 | -70245 | -8111422 | -4422624 | -8111422 |
Avg Bars in Trades | 66 | 82 | 50 | 66 | 82 | 50 |
Avg Bars in Winners | 92 | 140 | 57 | 92 | 140 | 57 |
Avg Bars in Losers | 43 | 44 | 43 | 43 | 44 | 43 |
Bars Traded | 5723 | 3541 | 2182 | 5723 | 3541 | 2182 |
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 | -131208 | -135755 | -508434 | -105848 | 310240 | -580274 |
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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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