Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2454492.1105 | 2322996.7981 | 131495.3124 | 10690482.39 | 13406913.6607 | -2716431.2707 |
Total P&L (%) | 2454.4921 | 2322.9968 | 131.4953 | 10690.4824 | 13406.9137 | -2716.4313 |
Avg Daily Profit (%) | 1.1044 | 1.0452 | 0.0592 | 0.2109 | 0.221 | 0 |
Buy And Hold Return (%) | 909.917 | 909.917 | 909.917 | 909.917 | 909.917 | 909.917 |
Max Trade Drawdown | -180854 | -118640 | -127164 | -108799314 | -65708115 | -89777476 |
Profit Factor | 4.1544 | 8.4557 | 1.2818 | 1.0321 | 1.1032 | 0.9866 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 86 | 42 | 44 | 86 | 42 | 44 |
Losing Trades | 88 | 45 | 43 | 88 | 45 | 43 |
Profitability (%) | 49.4253 | 48.2759 | 50.5747 | 49.4253 | 48.2759 | 50.5747 |
Ratio Avg Win / Avg Loss | 4.251 | 9.0597 | 1.2527 | 1.0561 | 1.182 | 0.9642 |
Largest Winning Trade | 2068651 | 2068651 | 55518 | 30649533 | 30649533 | 29131367 |
Largest Losing Trade | -32455 | -29396 | -32455 | -30678119 | -16850667 | -30678119 |
Avg Bars in Trades | 50 | 41 | 58 | 50 | 41 | 58 |
Avg Bars in Winners | 70 | 61 | 79 | 70 | 61 | 79 |
Avg Bars in Losers | 29 | 23 | 36 | 29 | 23 | 36 |
Bars Traded | 8706 | 3629 | 5077 | 8706 | 3629 | 5077 |
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 | 644863 | 626638 | -279971 | -176415 | -99814 | -581025 |
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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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