Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2667939.297 | 2570714.0981 | 97225.1989 | 6558240.9389 | 6779821.6301 | -221580.6912 |
Total P&L (%) | 2667.9393 | 2570.7141 | 97.2252 | 6558.2409 | 6779.8216 | -221.5807 |
Avg Daily Profit (%) | 1.1967 | 1.1531 | 0.0436 | 0.1885 | 0.19 | 0 |
Buy And Hold Return (%) | 727.0819 | 727.0819 | 727.0819 | 727.0819 | 727.0819 | 727.0819 |
Max Trade Drawdown | -127057 | -81175 | -112548 | -27155296 | -15652291 | -22938071 |
Profit Factor | 4.3773 | 7.5994 | 1.2428 | 1.0608 | 1.1278 | 0.996 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 74 | 38 | 36 | 74 | 38 | 36 |
Profitability (%) | 40.8 | 39.6825 | 41.9355 | 40.8 | 39.6825 | 41.9355 |
Ratio Avg Win / Avg Loss | 6.3514 | 11.5511 | 1.7208 | 1.5392 | 1.7142 | 1.379 |
Largest Winning Trade | 2252119 | 2252119 | 55224 | 21123117 | 21123117 | 7372893 |
Largest Losing Trade | -40445 | -29576 | -40445 | -6539940 | -5668503 | -6539940 |
Avg Bars in Trades | 52 | 51 | 54 | 52 | 51 | 54 |
Avg Bars in Winners | 85 | 81 | 89 | 85 | 81 | 89 |
Avg Bars in Losers | 29 | 31 | 28 | 29 | 31 | 28 |
Bars Traded | 6582 | 3215 | 3367 | 6582 | 3215 | 3367 |
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 | 543106 | -131604 | -457183 | -147830 | -221894 | -736705 |
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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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