Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2062036.1167 | 2029209.0593 | 32827.0574 | 695910.1901 | 3834826.3463 | -3138916.1561 |
Total P&L (%) | 2062.0361 | 2029.2091 | 32.8271 | 695.9102 | 3834.8263 | -3138.9162 |
Avg Daily Profit (%) | 0.9899 | 0.9741 | 0.0158 | 0.0996 | 0.1765 | 0 |
Buy And Hold Return (%) | 50.3215 | 50.3215 | 50.3215 | 50.3215 | 50.3215 | 50.3215 |
Max Trade Drawdown | -164500 | -104738 | -157257 | -6575534 | -3883362 | -4471482 |
Profit Factor | 3.6051 | 5.8257 | 1.0885 | 1.0315 | 1.3256 | 0.6966 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 30 | 12 | 18 | 30 | 12 | 18 |
Losing Trades | 72 | 39 | 33 | 72 | 39 | 33 |
Profitability (%) | 29.4118 | 23.5294 | 35.2941 | 29.4118 | 23.5294 | 35.2941 |
Ratio Avg Win / Avg Loss | 8.6523 | 18.9336 | 1.9955 | 2.4755 | 4.3083 | 1.2772 |
Largest Winning Trade | 1727376 | 1727376 | 80469 | 6968055 | 6968055 | 1609935 |
Largest Losing Trade | -49176 | -49176 | -37789 | -1636295 | -1636295 | -1562501 |
Avg Bars in Trades | 241 | 214 | 269 | 241 | 214 | 269 |
Avg Bars in Winners | 539 | 556 | 528 | 539 | 556 | 528 |
Avg Bars in Losers | 118 | 109 | 127 | 118 | 109 | 127 |
Bars Traded | 24681 | 10962 | 13719 | 24681 | 10962 | 13719 |
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 | 360143 | -194911 | -645438 | -254464 | -207441 | -764885 |
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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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