Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2389893.5812 | 2241237.7526 | 148655.8286 | 11135841.441 | 2609347.9853 | 8526493.4557 |
Total P&L (%) | 2389.8936 | 2241.2378 | 148.6558 | 11135.8414 | 2609.348 | 8526.4935 |
Avg Daily Profit (%) | 1.0541 | 0.9885 | 0.0656 | 0.2085 | 0.1456 | 0.1968 |
Buy And Hold Return (%) | 216.5929 | 216.5929 | 216.5929 | 216.5929 | 216.5929 | 216.5929 |
Max Trade Drawdown | -159465 | -124688 | -59943 | -66684141 | -53406557 | -22834450 |
Profit Factor | 5.0397 | 7.5474 | 1.5963 | 1.0706 | 1.0278 | 1.1335 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Profitability (%) | 48.4211 | 43.75 | 53.1915 | 48.4211 | 43.75 | 53.1915 |
Ratio Avg Win / Avg Loss | 5.3684 | 9.7038 | 1.4047 | 1.1404 | 1.3215 | 0.9975 |
Largest Winning Trade | 1687598 | 1687598 | 53708 | 36513284 | 36513284 | 13871136 |
Largest Losing Trade | -38166 | -38166 | -36825 | -17096387 | -17096387 | -9678834 |
Avg Bars in Trades | 69 | 76 | 62 | 69 | 76 | 62 |
Avg Bars in Winners | 100 | 120 | 83 | 100 | 120 | 83 |
Avg Bars in Losers | 41 | 42 | 39 | 41 | 42 | 39 |
Bars Traded | 6647 | 3691 | 2956 | 6647 | 3691 | 2956 |
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 | 750590 | 702576 | -268775 | -135099 | -190505 | -66845 |
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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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