Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2814439.719 | 2590007.4582 | 224432.2608 | 38846355.8033 | 5071554.0251 | 33774801.7782 |
Total P&L (%) | 2814.4397 | 2590.0075 | 224.4323 | 38846.3558 | 5071.554 | 33774.8018 |
Avg Daily Profit (%) | 1.2711 | 1.1697 | 0.1014 | 0.2698 | 0.1784 | 0.2634 |
Buy And Hold Return (%) | 783.4286 | 783.4286 | 783.4286 | 783.4286 | 783.4286 | 783.4286 |
Max Trade Drawdown | -73586 | -54847 | -77546 | -24007203 | -24486619 | -22229735 |
Profit Factor | 5.6943 | 9.5367 | 1.7579 | 1.2881 | 1.0634 | 1.6164 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 44.5652 | 43.4783 | 45.6522 | 44.5652 | 43.4783 | 45.6522 |
Ratio Avg Win / Avg Loss | 7.0832 | 12.3977 | 2.0927 | 1.6023 | 1.3824 | 1.9242 |
Largest Winning Trade | 2287205 | 2287205 | 49472 | 18597987 | 18597987 | 10902954 |
Largest Losing Trade | -43338 | -28852 | -43338 | -11967908 | -11967908 | -7299259 |
Avg Bars in Trades | 139 | 153 | 126 | 139 | 153 | 126 |
Avg Bars in Winners | 207 | 227 | 188 | 207 | 227 | 188 |
Avg Bars in Losers | 85 | 95 | 73 | 85 | 95 | 73 |
Bars Traded | 12841 | 7043 | 5798 | 12841 | 7043 | 5798 |
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 | 627351 | 601683 | -221719 | 283976 | -145774 | 360810 |
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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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