Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4175220.979 | 4067471.6306 | 107749.3484 | 6338031.46 | 8821795.4446 | -2483763.9846 |
Total P&L (%) | 4175.221 | 4067.4716 | 107.7493 | 6338.0315 | 8821.7954 | -2483.764 |
Avg Daily Profit (%) | 1.8757 | 1.8273 | 0.0484 | 0.1873 | 0.202 | 0 |
Buy And Hold Return (%) | 749.4514 | 749.4514 | 749.4514 | 749.4514 | 749.4514 | 749.4514 |
Max Trade Drawdown | -104493 | -68572 | -94448 | -23084788 | -13179946 | -16116239 |
Profit Factor | 9.341 | 18.9176 | 1.3939 | 1.1054 | 1.3507 | 0.929 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Losing Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Profitability (%) | 38.2353 | 44.1176 | 32.3529 | 38.2353 | 44.1176 | 32.3529 |
Ratio Avg Win / Avg Loss | 15.0893 | 23.9623 | 2.9145 | 1.7857 | 1.7109 | 1.9424 |
Largest Winning Trade | 3934990 | 3934990 | 51664 | 14306514 | 14306514 | 6366914 |
Largest Losing Trade | -46324 | -46324 | -36872 | -7784762 | -5777528 | -7784762 |
Avg Bars in Trades | 192 | 175 | 208 | 192 | 175 | 208 |
Avg Bars in Winners | 377 | 312 | 466 | 377 | 312 | 466 |
Avg Bars in Losers | 77 | 66 | 85 | 77 | 66 | 85 |
Bars Traded | 13057 | 5955 | 7102 | 13057 | 5955 | 7102 |
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 | -96677 | 692375 | -299155 | -213887 | 261156 | -584880 |
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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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