Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3332932.2403 | 3367057.0512 | -34124.8109 | 261248.459 | 1490277.0361 | -1229028.5771 |
Total P&L (%) | 3332.9322 | 3367.0571 | -34.1248 | 261.2485 | 1490.277 | -1229.0286 |
Avg Daily Profit (%) | 1.413 | 1.4274 | -0.0145 | 0.0545 | 0.1174 | 0 |
Buy And Hold Return (%) | 770.1673 | 770.1673 | 770.1673 | 770.1673 | 770.1673 | 770.1673 |
Max Trade Drawdown | -367081 | -256799 | -116832 | -8899828 | -4628194 | -4323397 |
Profit Factor | 5.7867 | 8.5924 | 0.865 | 1.0251 | 1.2633 | 0.7417 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Losing Trades | 71 | 39 | 32 | 71 | 39 | 32 |
Profitability (%) | 36.6071 | 30.3571 | 42.8571 | 36.6071 | 30.3571 | 42.8571 |
Ratio Avg Win / Avg Loss | 10.0209 | 19.7119 | 1.1534 | 1.7751 | 2.8982 | 0.989 |
Largest Winning Trade | 3320191 | 3320191 | 38999 | 5858473 | 5858473 | 1807007 |
Largest Losing Trade | -30799 | -30799 | -24278 | -2005328 | -1212445 | -2005328 |
Avg Bars in Trades | 119 | 201 | 38 | 119 | 201 | 38 |
Avg Bars in Winners | 172 | 350 | 47 | 172 | 350 | 47 |
Avg Bars in Losers | 89 | 136 | 32 | 89 | 136 | 32 |
Bars Traded | 13425 | 11268 | 2157 | 13425 | 11268 | 2157 |
Profit Streak | 0 | 97.0954 | 0 | 0 | 97.0954 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 548211 | -167065 | -761944 | -482706 | -229685 | -763611 |
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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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