Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3013056.2944 | 2950400.9334 | 62655.361 | 907983.3821 | 4441890.894 | -3533907.512 |
Total P&L (%) | 3013.0563 | 2950.4009 | 62.6554 | 907.9834 | 4441.8909 | -3533.9075 |
Avg Daily Profit (%) | 1.4466 | 1.4165 | 0.0301 | 0.111 | 0.1834 | 0 |
Buy And Hold Return (%) | 75.5639 | 75.5639 | 75.5639 | 75.5639 | 75.5639 | 75.5639 |
Max Trade Drawdown | -192027 | -189355 | -97885 | -11251519 | -7033428 | -4971119 |
Profit Factor | 4.8258 | 7.2323 | 1.1994 | 1.038 | 1.313 | 0.6358 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 29 | 11 | 18 | 29 | 11 | 18 |
Losing Trades | 54 | 31 | 23 | 54 | 31 | 23 |
Profitability (%) | 34.9398 | 26.1905 | 43.9024 | 34.9398 | 26.1905 | 43.9024 |
Ratio Avg Win / Avg Loss | 8.9859 | 20.3819 | 1.5326 | 1.9328 | 3.7002 | 0.8124 |
Largest Winning Trade | 2623119 | 2623119 | 78295 | 8294265 | 8294265 | 1217690 |
Largest Losing Trade | -46282 | -39886 | -46282 | -2947524 | -2532840 | -2947524 |
Avg Bars in Trades | 298 | 348 | 246 | 298 | 348 | 246 |
Avg Bars in Winners | 500 | 704 | 376 | 500 | 704 | 376 |
Avg Bars in Losers | 189 | 222 | 144 | 189 | 222 | 144 |
Bars Traded | 24747 | 14647 | 10100 | 24747 | 14647 | 10100 |
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 | 513364 | -2295 | -320845 | -229152 | -15354 | -583113 |
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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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