Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2240574.759 | 2180121.2741 | 60453.4849 | 1948291.1572 | 4598521.6907 | -2650230.5335 |
Total P&L (%) | 2240.5748 | 2180.1213 | 60.4535 | 1948.2912 | 4598.5217 | -2650.2305 |
Avg Daily Profit (%) | 1.0756 | 1.0466 | 0.029 | 0.1451 | 0.185 | 0 |
Buy And Hold Return (%) | 310.2333 | 310.2333 | 310.2333 | 310.2333 | 310.2333 | 310.2333 |
Max Trade Drawdown | -160574 | -85383 | -107016 | -10444377 | -5098616 | -5572854 |
Profit Factor | 5.0975 | 10.0895 | 1.1969 | 1.0859 | 1.4599 | 0.7913 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 38.0282 | 37.1429 | 38.8889 | 38.0282 | 37.1429 | 38.8889 |
Ratio Avg Win / Avg Loss | 8.307 | 17.0746 | 1.8809 | 1.7695 | 2.4707 | 1.2434 |
Largest Winning Trade | 2054614 | 2054614 | 53220 | 5702389 | 5702389 | 2163241 |
Largest Losing Trade | -39203 | -30188 | -39203 | -2258980 | -1837672 | -2258980 |
Avg Bars in Trades | 345 | 315 | 373 | 345 | 315 | 373 |
Avg Bars in Winners | 664 | 590 | 732 | 664 | 590 | 732 |
Avg Bars in Losers | 149 | 153 | 145 | 149 | 153 | 145 |
Bars Traded | 24503 | 11050 | 13453 | 24503 | 11050 | 13453 |
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 | -74661 | 608350 | -327000 | -220364 | 182596 | -583434 |
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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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