Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2829555.3157 | 2714762.9831 | 114792.3326 | 1533323.8797 | 1798513.7586 | -265189.8789 |
Total P&L (%) | 2829.5553 | 2714.763 | 114.7923 | 1533.3239 | 1798.5138 | -265.1899 |
Avg Daily Profit (%) | 1.2233 | 1.1737 | 0.0496 | 0.1208 | 0.1273 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117144 | -159677 | -96825 | -4317519 | -3458350 | -3082433 |
Profit Factor | 4.5414 | 7.3281 | 1.3103 | 1.0959 | 1.2016 | 0.9625 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 32 | 13 | 19 | 32 | 13 | 19 |
Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Profitability (%) | 42.1053 | 34.2105 | 50 | 42.1053 | 34.2105 | 50 |
Ratio Avg Win / Avg Loss | 6.2445 | 14.0924 | 1.3103 | 1.5069 | 2.3108 | 0.9625 |
Largest Winning Trade | 2463080 | 2463080 | 61636 | 2991452 | 2991452 | 1117436 |
Largest Losing Trade | -61903 | -53730 | -61903 | -3082433 | -1574512 | -3082433 |
Avg Bars in Trades | 57 | 64 | 51 | 57 | 64 | 51 |
Avg Bars in Winners | 85 | 98 | 77 | 85 | 98 | 77 |
Avg Bars in Losers | 37 | 47 | 24 | 37 | 47 | 24 |
Bars Traded | 4407 | 2469 | 1938 | 4407 | 2469 | 1938 |
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 | -35855 | 572086 | -126474 | -202024 | -28127 | -580764 |
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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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