Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3021650.3837 | 2949613.555 | 72036.8287 | 27460233.9185 | 28443242.4467 | -983008.5281 |
Total P&L (%) | 3021.6504 | 2949.6136 | 72.0368 | 27460.2339 | 28443.2424 | -983.0085 |
Avg Daily Profit (%) | 1.6234 | 1.5847 | 0.0387 | 0.3023 | 0.3042 | 0 |
Buy And Hold Return (%) | 7965.807 | 7965.807 | 7965.807 | 7965.807 | 7965.807 | 7965.807 |
Max Trade Drawdown | -188325 | -106308 | -82016 | -27780055 | -17815757 | -15755445 |
Profit Factor | 6.3036 | 12.1173 | 1.2366 | 1.2986 | 1.6583 | 0.9798 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 47.0588 | 45.2381 | 48.8372 | 47.0588 | 45.2381 | 48.8372 |
Ratio Avg Win / Avg Loss | 7.0916 | 14.6684 | 1.2955 | 1.461 | 2.0074 | 1.0265 |
Largest Winning Trade | 2203928 | 2203928 | 66906 | 11368220 | 11368220 | 11269250 |
Largest Losing Trade | -53980 | -53980 | -48848 | -12106339 | -10334139 | -12106339 |
Avg Bars in Trades | 127 | 133 | 121 | 127 | 133 | 121 |
Avg Bars in Winners | 187 | 213 | 163 | 187 | 213 | 163 |
Avg Bars in Losers | 73 | 66 | 81 | 73 | 66 | 81 |
Bars Traded | 10803 | 5592 | 5211 | 10803 | 5592 | 5211 |
Profit Streak | 0 | 161.4911 | 0 | 0 | 161.4911 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144285 | -144245 | -307686 | 192880 | 310411 | -579512 |
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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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