Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2430450.5957 | 2287591.6096 | 142858.9861 | 14646288.5696 | 15614166.4565 | -967877.8869 |
Total P&L (%) | 2430.4506 | 2287.5916 | 142.859 | 14646.2886 | 15614.1665 | -967.8779 |
Avg Daily Profit (%) | 1.0974 | 1.0329 | 0.0645 | 0.2257 | 0.2286 | 0 |
Buy And Hold Return (%) | 593.9277 | 593.9277 | 593.9277 | 593.9277 | 593.9277 | 593.9277 |
Max Trade Drawdown | -166609 | -75910 | -128069 | -81093178 | -35121418 | -61339264 |
Profit Factor | 5.3432 | 10.1862 | 1.46 | 1.0684 | 1.1582 | 0.9916 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 45.0704 | 47.2222 | 42.8571 | 45.0704 | 47.2222 | 42.8571 |
Ratio Avg Win / Avg Loss | 6.512 | 11.3845 | 1.9467 | 1.3021 | 1.2945 | 1.3222 |
Largest Winning Trade | 1969674 | 1969674 | 51993 | 34673282 | 34673282 | 22066849 |
Largest Losing Trade | -44310 | -36364 | -44310 | -21248034 | -14070538 | -21248034 |
Avg Bars in Trades | 183 | 170 | 196 | 183 | 170 | 196 |
Avg Bars in Winners | 292 | 272 | 314 | 292 | 272 | 314 |
Avg Bars in Losers | 94 | 79 | 107 | 94 | 79 | 107 |
Bars Traded | 13031 | 6155 | 6877 | 13031 | 6155 | 6877 |
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 | -73864 | 664558 | -273190 | -230233 | -39294 | -581898 |
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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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