Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2527755.2532 | 2369083.803 | 158671.4503 | 23303128.6355 | -1657840.3642 | 24960968.9998 |
Total P&L (%) | 2527.7553 | 2369.0838 | 158.6715 | 23303.1286 | -1657.8404 | 24960.969 |
Avg Daily Profit (%) | 1.4043 | 1.3162 | 0.0882 | 0.3035 | 0 | 0.3074 |
Buy And Hold Return (%) | 162.4939 | 162.4939 | 162.4939 | 162.4939 | 162.4939 | 162.4939 |
Max Trade Drawdown | -104817 | -58809 | -46219 | -46650587 | -29749281 | -21261657 |
Profit Factor | 6.1429 | 10.9162 | 1.6282 | 1.1759 | 0.9748 | 1.3735 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 79 | 42 | 37 | 79 | 42 | 37 |
Profitability (%) | 31.8966 | 27.5862 | 36.2069 | 31.8966 | 27.5862 | 36.2069 |
Ratio Avg Win / Avg Loss | 13.116 | 28.6551 | 2.8687 | 2.5107 | 2.5587 | 2.4199 |
Largest Winning Trade | 1315093 | 1315093 | 70172 | 27282647 | 18775933 | 27282647 |
Largest Losing Trade | -18345 | -18345 | -16237 | -7558549 | -5281174 | -7558549 |
Avg Bars in Trades | 29 | 23 | 35 | 29 | 23 | 35 |
Avg Bars in Winners | 71 | 58 | 82 | 71 | 58 | 82 |
Avg Bars in Losers | 10 | 10 | 9 | 10 | 10 | 9 |
Bars Traded | 3453 | 1369 | 2084 | 3453 | 1369 | 2084 |
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 | 567518 | -176329 | -423663 | -23477 | -776471 | -175097 |
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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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