Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2306926.5812 | 2345204.3386 | -38277.7574 | 1509402.8666 | 29353060.5742 | -27843657.7076 |
Total P&L (%) | 2306.9266 | 2345.2043 | -38.2778 | 1509.4029 | 29353.0606 | -27843.6577 |
Avg Daily Profit (%) | 1.1289 | 1.1476 | -0.0187 | 0.1361 | 0.2786 | 0 |
Buy And Hold Return (%) | 6008.2969 | 6008.2969 | 6008.2969 | 6008.2969 | 6008.2969 | 6008.2969 |
Max Trade Drawdown | -165700 | -98308 | -162875 | -37169974 | -5791723 | -33238748 |
Profit Factor | 4.2864 | 7.2961 | 0.8838 | 1.0332 | 3.887 | 0.2098 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 48.75 | 47.5 | 50 | 48.75 | 47.5 | 50 |
Ratio Avg Win / Avg Loss | 4.5062 | 8.0641 | 0.8838 | 1.0862 | 4.2962 | 0.2098 |
Largest Winning Trade | 1518756 | 1518756 | 32469 | 31472847 | 31472847 | 4194548 |
Largest Losing Trade | -95801 | -62841 | -95801 | -31389536 | -4974374 | -31389536 |
Avg Bars in Trades | 43 | 60 | 27 | 43 | 60 | 27 |
Avg Bars in Winners | 66 | 101 | 33 | 66 | 101 | 33 |
Avg Bars in Losers | 21 | 23 | 20 | 21 | 23 | 20 |
Bars Traded | 3503 | 2421 | 1082 | 3503 | 2421 | 1082 |
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 | -169318 | -144725 | -580472 | -384979 | 479127 | -580472 |
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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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