Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2411750.6709 | 2335264.7208 | 76485.9501 | 4941044.8887 | 9407811.4676 | -4466766.5788 |
Total P&L (%) | 2411.7507 | 2335.2647 | 76.486 | 4941.0449 | 9407.8115 | -4466.7666 |
Avg Daily Profit (%) | 1.0883 | 1.0538 | 0.0345 | 0.1771 | 0.2057 | 0 |
Buy And Hold Return (%) | 799.8878 | 799.8878 | 799.8878 | 799.8878 | 799.8878 | 799.8878 |
Max Trade Drawdown | -188243 | -109301 | -126443 | -14652699 | -8861332 | -7453893 |
Profit Factor | 4.1197 | 7.2982 | 1.1901 | 1.1483 | 1.5681 | 0.7334 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Losing Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Profitability (%) | 36.3636 | 37.7049 | 35 | 36.3636 | 37.7049 | 35 |
Ratio Avg Win / Avg Loss | 7.2094 | 12.0579 | 2.2102 | 2.0096 | 2.5909 | 1.3621 |
Largest Winning Trade | 2032790 | 2032790 | 53406 | 15332529 | 15332529 | 1814742 |
Largest Losing Trade | -47178 | -38162 | -47178 | -4895414 | -4103889 | -4895414 |
Avg Bars in Trades | 71 | 69 | 73 | 71 | 69 | 73 |
Avg Bars in Winners | 139 | 133 | 146 | 139 | 133 | 146 |
Avg Bars in Losers | 33 | 31 | 34 | 33 | 31 | 34 |
Bars Traded | 8694 | 4264 | 4430 | 8694 | 4264 | 4430 |
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 | 449495 | -148007 | -498136 | -53958 | -155819 | -754402 |
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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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