Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1358738.0163 | 1243487.3177 | 115250.6986 | 10179448.8928 | 16359143.4403 | -6179694.5474 |
Total P&L (%) | 1358.738 | 1243.4873 | 115.2507 | 10179.4489 | 16359.1434 | -6179.6945 |
Avg Daily Profit (%) | 0.6173 | 0.5649 | 0.0524 | 0.2107 | 0.2321 | 0 |
Buy And Hold Return (%) | 530.3556 | 530.3556 | 530.3556 | 530.3556 | 530.3556 | 530.3556 |
Max Trade Drawdown | -87095 | -66061 | -43997 | -15728864 | -7853586 | -9149361 |
Profit Factor | 4.1963 | 5.7987 | 1.6944 | 1.3518 | 2.0296 | 0.5263 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 40.2778 | 33.3333 | 47.2222 | 40.2778 | 33.3333 | 47.2222 |
Ratio Avg Win / Avg Loss | 6.2222 | 11.5975 | 1.8938 | 2.0044 | 4.0592 | 0.5882 |
Largest Winning Trade | 682880 | 682880 | 64532 | 19368755 | 19368755 | 1556082 |
Largest Losing Trade | -34301 | -28973 | -34301 | -8433942 | -4399806 | -8433942 |
Avg Bars in Trades | 118 | 104 | 133 | 118 | 104 | 133 |
Avg Bars in Winners | 198 | 191 | 203 | 198 | 191 | 203 |
Avg Bars in Losers | 65 | 60 | 70 | 65 | 60 | 70 |
Bars Traded | 8546 | 3755 | 4791 | 8546 | 3755 | 4791 |
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 | -72249 | 304642 | -286646 | -77917 | 204696 | -581860 |
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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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