Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2283989.6666 | 2272646.3919 | 11343.2748 | 687296.4207 | 4170753.287 | -3483456.8663 |
Total P&L (%) | 2283.9897 | 2272.6464 | 11.3433 | 687.2964 | 4170.7533 | -3483.4569 |
Avg Daily Profit (%) | 1.0964 | 1.091 | 0.0054 | 0.0991 | 0.1804 | 0 |
Buy And Hold Return (%) | 352.5714 | 352.5714 | 352.5714 | 352.5714 | 352.5714 | 352.5714 |
Max Trade Drawdown | -193840 | -105654 | -116139 | -10311067 | -4553450 | -6250502 |
Profit Factor | 4.4714 | 8.92 | 1.0306 | 1.0316 | 1.4346 | 0.7136 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Losing Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Profitability (%) | 34.5679 | 37.5 | 31.7073 | 34.5679 | 37.5 | 31.7073 |
Ratio Avg Win / Avg Loss | 8.4636 | 14.8666 | 2.2197 | 1.9526 | 2.3909 | 1.5369 |
Largest Winning Trade | 2173316 | 2173316 | 53703 | 5332135 | 5332135 | 2160020 |
Largest Losing Trade | -42403 | -35807 | -42403 | -3396174 | -1639793 | -3396174 |
Avg Bars in Trades | 302 | 277 | 327 | 302 | 277 | 327 |
Avg Bars in Winners | 646 | 545 | 763 | 646 | 545 | 763 |
Avg Bars in Losers | 120 | 116 | 124 | 120 | 116 | 124 |
Bars Traded | 24497 | 11083 | 13414 | 24497 | 11083 | 13414 |
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 | -1796 | 602802 | -544185 | -274425 | 181961 | -585078 |
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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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