Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3122237.918 | 3044727.6375 | 77510.2805 | 66397015.3634 | 66404126.29 | -7110.9266 |
Total P&L (%) | 3122.2379 | 3044.7276 | 77.5103 | 66397.0154 | 66404.1263 | -7.1109 |
Avg Daily Profit (%) | 1.6809 | 1.6392 | 0.0417 | 0.3505 | 0.3505 | -0.004 |
Buy And Hold Return (%) | 10561.3341 | 10561.3341 | 10561.3341 | 10561.3341 | 10561.3341 | 10561.3341 |
Max Trade Drawdown | -58824 | -79432 | -44752 | -22100546 | -8273424 | -20033750 |
Profit Factor | 10.6531 | 19.2429 | 1.4951 | 1.9067 | 3.0767 | 0.9998 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Losing Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Profitability (%) | 33.3333 | 35.7143 | 30.9524 | 33.3333 | 35.7143 | 30.9524 |
Ratio Avg Win / Avg Loss | 21.3061 | 34.6372 | 3.3353 | 3.8134 | 5.538 | 2.2304 |
Largest Winning Trade | 2344872 | 2344872 | 59954 | 33859057 | 33859057 | 25536769 |
Largest Losing Trade | -38107 | -38107 | -17133 | -7147676 | -5474973 | -7147676 |
Avg Bars in Trades | 39 | 47 | 32 | 39 | 47 | 32 |
Avg Bars in Winners | 96 | 104 | 87 | 96 | 104 | 87 |
Avg Bars in Losers | 11 | 15 | 7 | 11 | 15 | 7 |
Bars Traded | 3355 | 1988 | 1366 | 3355 | 1988 | 1366 |
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 | -149575 | -148867 | -307923 | 223636 | 331745 | -585364 |
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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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