Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2534615.1946 | 2501473.4826 | 33141.712 | 1022180.5895 | 4858053.3416 | -3835872.7521 |
Total P&L (%) | 2534.6152 | 2501.4735 | 33.1417 | 1022.1806 | 4858.0533 | -3835.8728 |
Avg Daily Profit (%) | 1.1393 | 1.1244 | 0.0149 | 0.1087 | 0.1756 | 0 |
Buy And Hold Return (%) | 143.229 | 143.229 | 143.229 | 143.229 | 143.229 | 143.229 |
Max Trade Drawdown | -112432 | -72991 | -71692 | -8172403 | -3437924 | -5529258 |
Profit Factor | 5.3775 | 10.5726 | 1.1043 | 1.0533 | 1.5849 | 0.6476 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 41.5584 | 39.4737 | 43.5897 | 41.5584 | 39.4737 | 43.5897 |
Ratio Avg Win / Avg Loss | 7.562 | 16.2114 | 1.4291 | 1.4812 | 2.4302 | 0.8381 |
Largest Winning Trade | 2425277 | 2425277 | 50479 | 8039173 | 8039173 | 1499362 |
Largest Losing Trade | -47649 | -34693 | -47649 | -3627766 | -2598266 | -3627766 |
Avg Bars in Trades | 111 | 98 | 123 | 111 | 98 | 123 |
Avg Bars in Winners | 189 | 144 | 229 | 189 | 144 | 229 |
Avg Bars in Losers | 55 | 68 | 42 | 55 | 68 | 42 |
Bars Traded | 8570 | 3743 | 4827 | 8570 | 3743 | 4827 |
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 | -28028 | 644230 | -446972 | -258902 | 240655 | -583250 |
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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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