Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 12948536.9019 | 13035187.0369 | -86650.135 | 976727.3822 | 4538450.8617 | -3561723.4794 |
Total P&L (%) | 12948.5369 | 13035.187 | -86.6501 | 976.7274 | 4538.4509 | -3561.7235 |
Avg Daily Profit (%) | 5.7023 | 5.7405 | -0.0382 | 0.1047 | 0.1691 | 0 |
Buy And Hold Return (%) | 8560.7519 | 8560.7519 | 8560.7519 | 8560.7519 | 8560.7519 | 8560.7519 |
Max Trade Drawdown | -286469 | -200604 | -128080 | -10399341 | -6410415 | -4312929 |
Profit Factor | 15.3743 | 29.197 | 0.8024 | 1.0505 | 1.5059 | 0.6567 |
Total Trades | 320 | 160 | 160 | 320 | 160 | 160 |
Winning Trades | 116 | 46 | 70 | 116 | 46 | 70 |
Losing Trades | 204 | 114 | 90 | 204 | 114 | 90 |
Profitability (%) | 36.25 | 28.75 | 43.75 | 36.25 | 28.75 | 43.75 |
Ratio Avg Win / Avg Loss | 27.0375 | 72.3577 | 1.0317 | 1.8474 | 3.7321 | 0.8443 |
Largest Winning Trade | 12990375 | 12990375 | 27371 | 10331901 | 10331901 | 2043347 |
Largest Losing Trade | -32174 | -24980 | -32174 | -2483149 | -1790756 | -2483149 |
Avg Bars in Trades | 26 | 36 | 17 | 26 | 36 | 17 |
Avg Bars in Winners | 47 | 86 | 21 | 47 | 86 | 21 |
Avg Bars in Losers | 15 | 15 | 14 | 15 | 15 | 14 |
Bars Traded | 8591 | 5810 | 2781 | 8591 | 5810 | 2781 |
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 | 393745 | 50278 | -580981 | -385825 | -168554 | -582648 |
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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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