Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1815697.2624 | 1912379.0673 | -96681.8049 | -49035.5961 | 9126238.0681 | -9175273.6642 |
Total P&L (%) | 1815.6973 | 1912.3791 | -96.6818 | -49.0356 | 9126.2381 | -9175.2737 |
Avg Daily Profit (%) | 1.0094 | 1.0632 | -0.0537 | -0.0375 | 0.2519 | 0 |
Buy And Hold Return (%) | 250.2199 | 250.2199 | 250.2199 | 250.2199 | 250.2199 | 250.2199 |
Max Trade Drawdown | -522055 | -389427 | -132628 | -38421470 | -27560985 | -11323822 |
Profit Factor | 3.198 | 4.4168 | 0.637 | 0.9989 | 1.3241 | 0.3716 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 70 | 37 | 33 | 70 | 37 | 33 |
Profitability (%) | 37.5 | 33.9286 | 41.0714 | 37.5 | 33.9286 | 41.0714 |
Ratio Avg Win / Avg Loss | 5.33 | 8.6011 | 0.914 | 1.6648 | 2.5785 | 0.5331 |
Largest Winning Trade | 1465097 | 1465097 | 29633 | 18880017 | 18880017 | 1522286 |
Largest Losing Trade | -41102 | -41102 | -40702 | -10466470 | -10466470 | -4199908 |
Avg Bars in Trades | 61 | 109 | 14 | 61 | 109 | 14 |
Avg Bars in Winners | 79 | 152 | 18 | 79 | 152 | 18 |
Avg Bars in Losers | 51 | 86 | 12 | 51 | 86 | 12 |
Bars Traded | 6936 | 6110 | 826 | 6936 | 6110 | 826 |
Profit Streak | 0 | 0 | 97.5357 | 0 | 0 | 97.5357 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 536268 | -165821 | -763468 | -582563 | -176759 | -763468 |
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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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