Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2502443.1224 | 2403380.1251 | 99062.9973 | 7838813.6067 | 10618630.6987 | -2779817.092 |
Total P&L (%) | 2502.4431 | 2403.3801 | 99.063 | 7838.8136 | 10618.6307 | -2779.8171 |
Avg Daily Profit (%) | 1.1277 | 1.0831 | 0.0446 | 0.1973 | 0.2109 | 0 |
Buy And Hold Return (%) | 793.7788 | 793.7788 | 793.7788 | 793.7788 | 793.7788 | 793.7788 |
Max Trade Drawdown | -95766 | -82550 | -78907 | -12747904 | -8558684 | -6434951 |
Profit Factor | 4.3486 | 7.924 | 1.2475 | 1.1415 | 1.4113 | 0.906 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Losing Trades | 99 | 48 | 51 | 99 | 48 | 51 |
Profitability (%) | 30.2817 | 32.3944 | 28.169 | 30.2817 | 32.3944 | 28.169 |
Ratio Avg Win / Avg Loss | 10.0119 | 16.537 | 3.1812 | 2.6282 | 2.9453 | 2.3102 |
Largest Winning Trade | 2154357 | 2154357 | 51942 | 15563059 | 15563059 | 3693500 |
Largest Losing Trade | -28950 | -21458 | -28950 | -4714773 | -2482912 | -4714773 |
Avg Bars in Trades | 91 | 77 | 106 | 91 | 77 | 106 |
Avg Bars in Winners | 223 | 179 | 273 | 223 | 179 | 273 |
Avg Bars in Losers | 35 | 28 | 40 | 35 | 28 | 40 |
Bars Traded | 13059 | 5511 | 7548 | 13059 | 5511 | 7548 |
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 | 377995 | -74951 | -400991 | -63005 | -83799 | -680806 |
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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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