Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1969147.1524 | 1788527.4303 | 180619.7221 | 31405961.9006 | -10890019.7024 | 42295981.603 |
Total P&L (%) | 1969.1472 | 1788.5274 | 180.6197 | 31405.9619 | -10890.0197 | 42295.9816 |
Avg Daily Profit (%) | 1.1029 | 1.0017 | 0.1012 | 0.3227 | 0 | 0.3394 |
Buy And Hold Return (%) | 300.3068 | 300.3068 | 300.3068 | 300.3068 | 300.3068 | 300.3068 |
Max Trade Drawdown | -69125 | -69192 | -42422 | -39688158 | -46677103 | -20397450 |
Profit Factor | 5.1271 | 8.4818 | 1.7587 | 1.177 | 0.8905 | 1.5425 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 63 | 34 | 29 | 63 | 34 | 29 |
Profitability (%) | 32.9787 | 27.6596 | 38.2979 | 32.9787 | 27.6596 | 38.2979 |
Ratio Avg Win / Avg Loss | 10.4196 | 22.1832 | 2.8334 | 2.3919 | 2.3291 | 2.4851 |
Largest Winning Trade | 1308824 | 1308824 | 72244 | 26472781 | 26472781 | 18613819 |
Largest Losing Trade | -21294 | -20865 | -21294 | -15160510 | -7675233 | -15160510 |
Avg Bars in Trades | 36 | 29 | 43 | 36 | 29 | 43 |
Avg Bars in Winners | 84 | 78 | 88 | 84 | 78 | 88 |
Avg Bars in Losers | 13 | 11 | 16 | 13 | 11 | 16 |
Bars Traded | 3459 | 1401 | 2058 | 3459 | 1401 | 2058 |
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 | 527508 | 123804 | -224840 | -22026 | -595734 | 267706 |
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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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