Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2319476.415 | 2216593.0314 | 102883.3837 | 5734672.817 | 8243313.8713 | -2508641.0543 |
Total P&L (%) | 2319.4764 | 2216.593 | 102.8834 | 5734.6728 | 8243.3139 | -2508.6411 |
Avg Daily Profit (%) | 1.0441 | 0.9978 | 0.0463 | 0.1832 | 0.1993 | 0 |
Buy And Hold Return (%) | 348.9941 | 348.9941 | 348.9941 | 348.9941 | 348.9941 | 348.9941 |
Max Trade Drawdown | -170367 | -100854 | -110413 | -37521316 | -23868564 | -21698941 |
Profit Factor | 4.2403 | 8.0349 | 1.2567 | 1.0561 | 1.1791 | 0.9554 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Losing Trades | 77 | 37 | 40 | 77 | 37 | 40 |
Profitability (%) | 35.2941 | 37.2881 | 33.3333 | 35.2941 | 37.2881 | 33.3333 |
Ratio Avg Win / Avg Loss | 7.774 | 13.5132 | 2.5135 | 1.9362 | 1.983 | 1.9107 |
Largest Winning Trade | 1965722 | 1965722 | 61641 | 17883759 | 17883759 | 11791118 |
Largest Losing Trade | -30755 | -30755 | -25452 | -9110695 | -9110695 | -7360067 |
Avg Bars in Trades | 36 | 28 | 43 | 36 | 28 | 43 |
Avg Bars in Winners | 70 | 49 | 93 | 70 | 49 | 93 |
Avg Bars in Losers | 17 | 15 | 18 | 17 | 15 | 18 |
Bars Traded | 4295 | 1681 | 2614 | 4295 | 1681 | 2614 |
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 | 539162 | -160190 | -471842 | -155213 | -195993 | -753939 |
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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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