Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2466188.5988 | 2390703.3 | 75485.2988 | 780950.111 | 6667765.9259 | -5886815.8149 |
Total P&L (%) | 2466.1886 | 2390.7033 | 75.4853 | 780.9501 | 6667.7659 | -5886.8158 |
Avg Daily Profit (%) | 1.0685 | 1.0358 | 0.0327 | 0.0943 | 0.1828 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -182795 | -159388 | -75474 | -15667425 | -8998383 | -10155381 |
Profit Factor | 4.1726 | 7.1284 | 1.1949 | 1.0251 | 1.4513 | 0.6402 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Profitability (%) | 37.2093 | 32.5581 | 41.8605 | 37.2093 | 32.5581 | 41.8605 |
Ratio Avg Win / Avg Loss | 7.0412 | 14.766 | 1.6596 | 1.7298 | 3.0064 | 0.8892 |
Largest Winning Trade | 2089312 | 2089312 | 78755 | 8582955 | 8582955 | 2600184 |
Largest Losing Trade | -56691 | -34928 | -56691 | -9357786 | -2650401 | -9357786 |
Avg Bars in Trades | 51 | 46 | 56 | 51 | 46 | 56 |
Avg Bars in Winners | 82 | 76 | 86 | 82 | 76 | 86 |
Avg Bars in Losers | 33 | 32 | 35 | 33 | 32 | 35 |
Bars Traded | 4448 | 2007 | 2441 | 4448 | 2007 | 2441 |
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 | 570341 | 546008 | -157305 | -263201 | 118021 | -583892 |
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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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