Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 6281868.0812 | 6315786.9493 | -33918.868 | 2218236.8832 | 3145454.4598 | -927217.5766 |
Total P&L (%) | 6281.8681 | 6315.7869 | -33.9189 | 2218.2369 | 3145.4545 | -927.2176 |
Avg Daily Profit (%) | 3.6887 | 3.7086 | -0.0199 | 0.1848 | 0.2045 | 0 |
Buy And Hold Return (%) | 2114.8278 | 2114.8278 | 2114.8278 | 2114.8278 | 2114.8278 | 2114.8278 |
Max Trade Drawdown | -104158 | -75576 | -72929 | -3001771 | -1755786 | -2455210 |
Profit Factor | 17.2766 | 33.7032 | 0.8241 | 1.2993 | 1.8159 | 0.7392 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 22 | 11 | 11 | 22 | 11 | 11 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 35.4839 | 35.4839 | 35.4839 | 35.4839 | 35.4839 | 35.4839 |
Ratio Avg Win / Avg Loss | 31.412 | 61.2786 | 1.4983 | 2.3624 | 3.3017 | 1.344 |
Largest Winning Trade | 6295952 | 6295952 | 56917 | 3695818 | 3695818 | 778170 |
Largest Losing Trade | -40117 | -24145 | -40117 | -1234133 | -743630 | -1234133 |
Avg Bars in Trades | 315 | 422 | 209 | 315 | 422 | 209 |
Avg Bars in Winners | 692 | 1003 | 382 | 692 | 1003 | 382 |
Avg Bars in Losers | 108 | 102 | 114 | 108 | 102 | 114 |
Bars Traded | 19579 | 13082 | 6497 | 19579 | 13082 | 6497 |
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 | -143358 | 554788 | -584796 | -305889 | -8326 | -584796 |
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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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