Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1600884.7389 | 1615586.9482 | -14702.2093 | 772821.1111 | 5298353.371 | -4525532.2599 |
Total P&L (%) | 1600.8847 | 1615.5869 | -14.7022 | 772.8211 | 5298.3534 | -4525.5323 |
Avg Daily Profit (%) | 0.8786 | 0.8867 | -0.0081 | 0.119 | 0.2192 | 0 |
Buy And Hold Return (%) | 816.4479 | 816.4479 | 816.4479 | 816.4479 | 816.4479 | 816.4479 |
Max Trade Drawdown | -187576 | -81071 | -106505 | -7417386 | -2692272 | -4791616 |
Profit Factor | 3.4906 | 6.7567 | 0.9594 | 1.0546 | 2.0402 | 0.5007 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 44.4444 | 37.5 | 51.2195 | 44.4444 | 37.5 | 51.2195 |
Ratio Avg Win / Avg Loss | 4.3633 | 11.2612 | 0.9137 | 1.3182 | 3.4004 | 0.4768 |
Largest Winning Trade | 1069576 | 1069576 | 69733 | 5898397 | 5898397 | 660748 |
Largest Losing Trade | -51365 | -37649 | -51365 | -3920454 | -736973 | -3920454 |
Avg Bars in Trades | 42 | 44 | 40 | 42 | 44 | 40 |
Avg Bars in Winners | 54 | 63 | 49 | 54 | 63 | 49 |
Avg Bars in Losers | 32 | 33 | 30 | 32 | 33 | 30 |
Bars Traded | 3434 | 1782 | 1651 | 3434 | 1782 | 1651 |
Profit Streak | 0 | 27.7316 | 0 | 0 | 27.7316 | 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 | -5677 | 376093 | -580584 | -378441 | 268082 | -580584 |
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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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