Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 7276903.1511 | 7345303.3587 | -68400.2076 | 784071.2087 | 3752750.0138 | -2968678.8051 |
Total P&L (%) | 7276.9032 | 7345.3034 | -68.4002 | 784.0712 | 3752.75 | -2968.6788 |
Avg Daily Profit (%) | 4.273 | 4.3132 | -0.0402 | 0.1281 | 0.2146 | 0 |
Buy And Hold Return (%) | 2008.9494 | 2008.9494 | 2008.9494 | 2008.9494 | 2008.9494 | 2008.9494 |
Max Trade Drawdown | -119070 | -79543 | -87917 | -6104543 | -3157219 | -3305491 |
Profit Factor | 15.5662 | 23.8966 | 0.6174 | 1.0636 | 1.5014 | 0.3861 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 35.2941 | 35.2941 | 35.2941 | 35.2941 | 35.2941 | 35.2941 |
Ratio Avg Win / Avg Loss | 28.538 | 43.8105 | 1.1319 | 1.95 | 2.7526 | 0.7078 |
Largest Winning Trade | 7363976 | 7363976 | 44479 | 6894983 | 6894983 | 755895 |
Largest Losing Trade | -37868 | -30714 | -37868 | -1980409 | -1980409 | -1711827 |
Avg Bars in Trades | 288 | 481 | 95 | 288 | 481 | 95 |
Avg Bars in Winners | 579 | 998 | 161 | 579 | 998 | 161 |
Avg Bars in Losers | 128 | 199 | 58 | 128 | 199 | 58 |
Bars Traded | 19594 | 16356 | 3238 | 19594 | 16356 | 3238 |
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 | -97582 | 583491 | -584847 | -456335 | -2916 | -586514 |
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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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