Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2406570.6248 | 2320609.8179 | 85960.8069 | 3242231.1804 | 17819945.5006 | -14577714.3202 |
Total P&L (%) | 2406.5706 | 2320.6098 | 85.9608 | 3242.2312 | 17819.9455 | -14577.7143 |
Avg Daily Profit (%) | 1.0644 | 1.0264 | 0.038 | 0.1553 | 0.2297 | 0 |
Buy And Hold Return (%) | 343.0921 | 343.0921 | 343.0921 | 343.0921 | 343.0921 | 343.0921 |
Max Trade Drawdown | -194636 | -142295 | -101665 | -62383747 | -20820622 | -44822069 |
Profit Factor | 4.4264 | 7.3622 | 1.2546 | 1.0258 | 1.3212 | 0.7925 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 45 | 18 | 27 | 45 | 18 | 27 |
Losing Trades | 52 | 31 | 21 | 52 | 31 | 21 |
Profitability (%) | 46.3918 | 36.7347 | 56.25 | 46.3918 | 36.7347 | 56.25 |
Ratio Avg Win / Avg Loss | 5.115 | 12.6793 | 0.9758 | 1.1853 | 2.2753 | 0.6164 |
Largest Winning Trade | 1582998 | 1582998 | 54307 | 30313994 | 30313994 | 23027788 |
Largest Losing Trade | -68179 | -27835 | -68179 | -38942937 | -8311605 | -38942937 |
Avg Bars in Trades | 44 | 43 | 46 | 44 | 43 | 46 |
Avg Bars in Winners | 68 | 76 | 62 | 68 | 76 | 62 |
Avg Bars in Losers | 24 | 23 | 25 | 24 | 23 | 25 |
Bars Traded | 4342 | 2107 | 2235 | 4342 | 2107 | 2235 |
Profit Streak | 0 | 0 | 160.441 | 0 | 0 | 160.441 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 706501 | 600149 | -307470 | -185654 | 163934 | -578496 |
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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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