Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2260606.4539 | 2153798.3399 | 106808.1139 | 3591578.765 | -4066205.4518 | 7657784.2168 |
Total P&L (%) | 2260.6065 | 2153.7983 | 106.8081 | 3591.5788 | -4066.2055 | 7657.7842 |
Avg Daily Profit (%) | 1.2548 | 1.1956 | 0.0593 | 0.2005 | 0 | 0.2418 |
Buy And Hold Return (%) | 181.5456 | 181.5456 | 181.5456 | 181.5456 | 181.5456 | 181.5456 |
Max Trade Drawdown | -124651 | -111791 | -56695 | -12882422 | -16036030 | -5957315 |
Profit Factor | 4.9612 | 8.4455 | 1.3796 | 1.0781 | 0.8551 | 1.4277 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Profitability (%) | 47.2222 | 38.8889 | 55.5556 | 47.2222 | 38.8889 | 55.5556 |
Ratio Avg Win / Avg Loss | 5.5449 | 13.2715 | 1.1036 | 1.205 | 1.3437 | 1.1422 |
Largest Winning Trade | 1770790 | 1770790 | 57000 | 9278983 | 9278983 | 5069057 |
Largest Losing Trade | -59523 | -32880 | -59523 | -5957315 | -3558655 | -5957315 |
Avg Bars in Trades | 48 | 55 | 40 | 48 | 55 | 40 |
Avg Bars in Winners | 57 | 61 | 53 | 57 | 61 | 53 |
Avg Bars in Losers | 40 | 51 | 24 | 40 | 51 | 24 |
Bars Traded | 3464 | 1998 | 1466 | 3464 | 1998 | 1466 |
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 | -63530 | 637721 | -278245 | -211385 | -583434 | 359190 |
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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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