Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3055296.888 | 2928440.1587 | 126856.7293 | 6704499.9975 | 9948571.3378 | -3244071.3403 |
Total P&L (%) | 3055.2969 | 2928.4402 | 126.8567 | 6704.5 | 9948.5713 | -3244.0713 |
Avg Daily Profit (%) | 1.4671 | 1.4062 | 0.0609 | 0.2029 | 0.2216 | 0 |
Buy And Hold Return (%) | 92.5403 | 92.5403 | 92.5403 | 92.5403 | 92.5403 | 92.5403 |
Max Trade Drawdown | -109596 | -97246 | -100937 | -16098472 | -11783433 | -11035614 |
Profit Factor | 5.6737 | 9.0769 | 1.4357 | 1.0907 | 1.2392 | 0.8995 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 48 | 27 | 21 | 48 | 27 | 21 |
Profitability (%) | 37.6623 | 30.7692 | 44.7368 | 37.6623 | 30.7692 | 44.7368 |
Ratio Avg Win / Avg Loss | 9.391 | 20.4231 | 1.7735 | 1.8054 | 2.7881 | 1.1112 |
Largest Winning Trade | 2548031 | 2548031 | 82044 | 18357557 | 18357557 | 5668996 |
Largest Losing Trade | -44215 | -44215 | -35623 | -5736698 | -4583910 | -5736698 |
Avg Bars in Trades | 321 | 283 | 361 | 321 | 283 | 361 |
Avg Bars in Winners | 633 | 626 | 637 | 633 | 626 | 637 |
Avg Bars in Losers | 133 | 131 | 137 | 133 | 131 | 137 |
Bars Traded | 24791 | 11062 | 13729 | 24791 | 11062 | 13729 |
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 | -29041 | 531447 | -162003 | -162606 | 57151 | -581145 |
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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) |
---|