Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1406485.0859 | 1309545.9474 | 96939.1385 | 8226992.4458 | 9067244.1406 | -840251.6948 |
Total P&L (%) | 1406.4851 | 1309.5459 | 96.9391 | 8226.9924 | 9067.2441 | -840.2517 |
Avg Daily Profit (%) | 0.7719 | 0.7187 | 0.0532 | 0.243 | 0.2483 | 0 |
Buy And Hold Return (%) | 686.1979 | 686.1979 | 686.1979 | 686.1979 | 686.1979 | 686.1979 |
Max Trade Drawdown | -108302 | -48776 | -78497 | -16827231 | -8622262 | -8735178 |
Profit Factor | 3.7748 | 6.9716 | 1.3371 | 1.2272 | 1.6276 | 0.9614 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 39.0244 | 39.0244 | 39.0244 | 39.0244 | 39.0244 | 39.0244 |
Ratio Avg Win / Avg Loss | 5.8981 | 10.8931 | 2.0892 | 1.9174 | 2.5431 | 1.5022 |
Largest Winning Trade | 777124 | 777124 | 77687 | 9951403 | 9951403 | 6486248 |
Largest Losing Trade | -38565 | -18115 | -38565 | -5410949 | -2786534 | -5410949 |
Avg Bars in Trades | 130 | 121 | 139 | 130 | 121 | 139 |
Avg Bars in Winners | 213 | 190 | 236 | 213 | 190 | 236 |
Avg Bars in Losers | 77 | 77 | 77 | 77 | 77 | 77 |
Bars Traded | 10705 | 4996 | 5709 | 10705 | 4996 | 5709 |
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 | 7886 | 333635 | -290455 | -3890 | 262779 | -582232 |
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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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