Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2871082.407 | 2840189.2726 | 30893.1344 | 647188.6365 | 1327823.9075 | -680635.2709 |
Total P&L (%) | 2871.0824 | 2840.1893 | 30.8931 | 647.1886 | 1327.8239 | -680.6353 |
Avg Daily Profit (%) | 1.6058 | 1.5885 | 0.0173 | 0.1125 | 0.1488 | 0 |
Buy And Hold Return (%) | 374.2023 | 374.2023 | 374.2023 | 374.2023 | 374.2023 | 374.2023 |
Max Trade Drawdown | -289530 | -277857 | -38660 | -21193922 | -20238575 | -3076871 |
Profit Factor | 6.3553 | 7.7171 | 1.2727 | 1.0233 | 1.058 | 0.8613 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Profitability (%) | 42.3913 | 36.9565 | 47.8261 | 42.3913 | 36.9565 | 47.8261 |
Ratio Avg Win / Avg Loss | 8.6367 | 13.1645 | 1.3884 | 1.3906 | 1.8048 | 0.9396 |
Largest Winning Trade | 2055237 | 2055237 | 16741 | 20596864 | 20596864 | 1045665 |
Largest Losing Trade | -55355 | -55355 | -16623 | -3795234 | -3795234 | -2517671 |
Avg Bars in Trades | 56 | 105 | 6 | 56 | 105 | 6 |
Avg Bars in Winners | 73 | 158 | 6 | 73 | 158 | 6 |
Avg Bars in Losers | 44 | 74 | 6 | 44 | 74 | 6 |
Bars Traded | 5188 | 4871 | 317 | 5188 | 4871 | 317 |
Profit Streak | 2.1754 | 2.1754 | 51.842 | 2.1754 | 2.1754 | 51.842 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 656289 | 556739 | -335560 | -250112 | -159144 | -580708 |
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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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