Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2205322.1186 | 2178052.0396 | 27270.0789 | 5453881.1211 | 10925995.9827 | -5472114.8616 |
Total P&L (%) | 2205.3221 | 2178.052 | 27.2701 | 5453.8811 | 10925.996 | -5472.1149 |
Avg Daily Profit (%) | 1.0796 | 1.0663 | 0.0134 | 0.1969 | 0.2305 | 0 |
Buy And Hold Return (%) | 2706.5811 | 2706.5811 | 2706.5811 | 2706.5811 | 2706.5811 | 2706.5811 |
Max Trade Drawdown | -129791 | -71855 | -150974 | -6669365 | -2727883 | -7260859 |
Profit Factor | 3.7087 | 7.0316 | 1.0602 | 1.2034 | 1.9875 | 0.6525 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 52.2727 | 52.2727 | 52.2727 | 52.2727 | 52.2727 | 52.2727 |
Ratio Avg Win / Avg Loss | 3.3862 | 6.4202 | 0.968 | 1.0988 | 1.8147 | 0.5957 |
Largest Winning Trade | 1075113 | 1075113 | 77922 | 3616561 | 3616561 | 2324459 |
Largest Losing Trade | -77534 | -62764 | -77534 | -3028589 | -2569220 | -3028589 |
Avg Bars in Trades | 135 | 138 | 131 | 135 | 138 | 131 |
Avg Bars in Winners | 161 | 166 | 157 | 161 | 166 | 157 |
Avg Bars in Losers | 105 | 108 | 103 | 105 | 108 | 103 |
Bars Traded | 11894 | 6111 | 5783 | 11894 | 6111 | 5783 |
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 | -144991 | -143499 | -496415 | 44838 | 368568 | -580424 |
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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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