Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1793790.5347 | 1711949.8346 | 81840.7001 | 3567988.6108 | 4087239.8105 | -519251.1997 |
Total P&L (%) | 1793.7905 | 1711.9498 | 81.8407 | 3567.9886 | 4087.2398 | -519.2512 |
Avg Daily Profit (%) | 0.9522 | 0.9088 | 0.0434 | 0.1914 | 0.1984 | 0 |
Buy And Hold Return (%) | 284.3567 | 284.3567 | 284.3567 | 284.3567 | 284.3567 | 284.3567 |
Max Trade Drawdown | -112767 | -128928 | -64718 | -10184235 | -9396597 | -5980256 |
Profit Factor | 4.4906 | 6.6858 | 1.3846 | 1.1202 | 1.2408 | 0.9592 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 35.7143 | 31.4286 | 40 | 35.7143 | 31.4286 | 40 |
Ratio Avg Win / Avg Loss | 8.083 | 14.5872 | 2.0769 | 2.0163 | 2.7071 | 1.4388 |
Largest Winning Trade | 1197386 | 1197386 | 59101 | 10920830 | 10920830 | 2281869 |
Largest Losing Trade | -41144 | -32032 | -41144 | -5388622 | -2406202 | -5388622 |
Avg Bars in Trades | 157 | 138 | 176 | 157 | 138 | 176 |
Avg Bars in Winners | 285 | 279 | 289 | 285 | 279 | 289 |
Avg Bars in Losers | 86 | 74 | 100 | 86 | 74 | 100 |
Bars Traded | 11036 | 4858 | 6178 | 11036 | 4858 | 6178 |
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 | -84074 | 500533 | -302845 | -183603 | 58520 | -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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