Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2598672.1227 | 2508483.5285 | 90188.5941 | 2902256.4088 | 11760246.6466 | -8857990.2378 |
Total P&L (%) | 2598.6721 | 2508.4835 | 90.1886 | 2902.2564 | 11760.2466 | -8857.9902 |
Avg Daily Profit (%) | 1.1716 | 1.131 | 0.0407 | 0.1535 | 0.2156 | 0 |
Buy And Hold Return (%) | 323.5328 | 323.5328 | 323.5328 | 323.5328 | 323.5328 | 323.5328 |
Max Trade Drawdown | -161573 | -87592 | -89542 | -35523016 | -14783636 | -21554165 |
Profit Factor | 5.7197 | 12.7363 | 1.2677 | 1.0579 | 1.5924 | 0.7074 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Profitability (%) | 42.6667 | 45.9459 | 39.4737 | 42.6667 | 45.9459 | 39.4737 |
Ratio Avg Win / Avg Loss | 7.6859 | 14.9839 | 1.9439 | 1.4215 | 1.8734 | 1.0847 |
Largest Winning Trade | 2328707 | 2328707 | 52950 | 17302505 | 17302505 | 6867484 |
Largest Losing Trade | -73770 | -37770 | -73770 | -14828937 | -12200757 | -14828937 |
Avg Bars in Trades | 114 | 97 | 129 | 114 | 97 | 129 |
Avg Bars in Winners | 205 | 165 | 251 | 205 | 165 | 251 |
Avg Bars in Losers | 45 | 40 | 50 | 45 | 40 | 50 |
Bars Traded | 8559 | 3625 | 4934 | 8559 | 3625 | 4934 |
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 | -42318 | 734775 | -307450 | -213330 | 344926 | -583191 |
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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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