Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2254045.6518 | 2176870.6549 | 77174.9969 | 1637298.7634 | 2440836.9506 | -803538.1873 |
Total P&L (%) | 2254.0457 | 2176.8707 | 77.175 | 1637.2988 | 2440.837 | -803.5382 |
Avg Daily Profit (%) | 1.0165 | 0.9817 | 0.0348 | 0.1288 | 0.146 | 0 |
Buy And Hold Return (%) | 192.3026 | 192.3026 | 192.3026 | 192.3026 | 192.3026 | 192.3026 |
Max Trade Drawdown | -127810 | -73651 | -93478 | -7383057 | -6232393 | -3328021 |
Profit Factor | 4.7853 | 8.3223 | 1.2588 | 1.0833 | 1.2005 | 0.8924 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 47.2222 | 47.2222 | 47.2222 | 47.2222 | 47.2222 | 47.2222 |
Ratio Avg Win / Avg Loss | 5.3483 | 9.3014 | 1.4069 | 1.2108 | 1.3417 | 0.9974 |
Largest Winning Trade | 2066259 | 2066259 | 50018 | 8012236 | 8012236 | 1965880 |
Largest Losing Trade | -42882 | -42882 | -38451 | -3651928 | -3651928 | -1665757 |
Avg Bars in Trades | 118 | 129 | 108 | 118 | 129 | 108 |
Avg Bars in Winners | 162 | 173 | 151 | 162 | 173 | 151 |
Avg Bars in Losers | 79 | 89 | 70 | 79 | 89 | 70 |
Bars Traded | 8562 | 4650 | 3912 | 8562 | 4650 | 3912 |
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 | -63866 | 747704 | -313430 | -234333 | 23886 | -581860 |
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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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