Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2600536.5121 | 2555888.4469 | 44648.0652 | 19259905.7 | 25949758.0321 | -6689852.3321 |
Total P&L (%) | 2600.5365 | 2555.8884 | 44.6481 | 19259.9057 | 25949.758 | -6689.8523 |
Avg Daily Profit (%) | 1.2731 | 1.2512 | 0.0219 | 0.2581 | 0.2727 | 0 |
Buy And Hold Return (%) | 3749.202 | 3749.202 | 3749.202 | 3749.202 | 3749.202 | 3749.202 |
Max Trade Drawdown | -122390 | -57543 | -124234 | -18755794 | -7573817 | -21513115 |
Profit Factor | 5.2222 | 9.9999 | 1.1345 | 1.3436 | 2.1338 | 0.7983 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 43.662 | 38.8889 | 48.5714 | 43.662 | 38.8889 | 48.5714 |
Ratio Avg Win / Avg Loss | 6.7383 | 15.7141 | 1.2012 | 1.7337 | 3.3531 | 0.8453 |
Largest Winning Trade | 1402784 | 1402784 | 75730 | 13864728 | 13864728 | 5881480 |
Largest Losing Trade | -49850 | -27812 | -49850 | -8345124 | -5405306 | -8345124 |
Avg Bars in Trades | 162 | 158 | 167 | 162 | 158 | 167 |
Avg Bars in Winners | 263 | 289 | 242 | 263 | 289 | 242 |
Avg Bars in Losers | 84 | 74 | 97 | 84 | 74 | 97 |
Bars Traded | 11566 | 5688 | 5878 | 11566 | 5688 | 5878 |
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 | -237985 | -148014 | -402569 | -84988 | 300308 | -581343 |
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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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