Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1864533.9357 | 1745969.4415 | 118564.4942 | 10927283.5988 | 11520217.8135 | -592934.2147 |
Total P&L (%) | 1864.5339 | 1745.9694 | 118.5645 | 10927.2836 | 11520.2178 | -592.9342 |
Avg Daily Profit (%) | 0.7434 | 0.6962 | 0.0473 | 0.1877 | 0.1898 | 0 |
Buy And Hold Return (%) | 482.3784 | 482.3784 | 482.3784 | 482.3784 | 482.3784 | 482.3784 |
Max Trade Drawdown | -82682 | -57552 | -96604 | -26314516 | -12608796 | -25148887 |
Profit Factor | 4.6892 | 8.3948 | 1.4403 | 1.1439 | 1.2978 | 0.9841 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Losing Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Profitability (%) | 30 | 30 | 30 | 30 | 30 | 30 |
Ratio Avg Win / Avg Loss | 10.9414 | 19.5879 | 3.3606 | 2.6692 | 3.0283 | 2.2962 |
Largest Winning Trade | 1331860 | 1331860 | 61674 | 16359278 | 16359278 | 7870152 |
Largest Losing Trade | -29926 | -19079 | -29926 | -6601062 | -3901124 | -6601062 |
Avg Bars in Trades | 61 | 57 | 64 | 61 | 57 | 64 |
Avg Bars in Winners | 140 | 132 | 148 | 140 | 132 | 148 |
Avg Bars in Losers | 27 | 25 | 28 | 27 | 25 | 28 |
Bars Traded | 4893 | 2302 | 2591 | 4893 | 2302 | 2591 |
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 | -13647 | 377879 | -301248 | -84719 | 49770 | -585749 |
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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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