Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2696162.082 | 2474362.9952 | 221799.0868 | 37557294.6727 | 17277930.6824 | 20279363.9902 |
Total P&L (%) | 2696.1621 | 2474.363 | 221.7991 | 37557.2947 | 17277.9307 | 20279.364 |
Avg Daily Profit (%) | 1.2196 | 1.1192 | 0.1003 | 0.2686 | 0.2336 | 0.2408 |
Buy And Hold Return (%) | 156.1567 | 156.1567 | 156.1567 | 156.1567 | 156.1567 | 156.1567 |
Max Trade Drawdown | -97457 | -46149 | -79796 | -52784539 | -24548127 | -41142407 |
Profit Factor | 5.8308 | 9.544 | 1.826 | 1.1809 | 1.1563 | 1.2089 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 49.4253 | 46.5116 | 52.2727 | 49.4253 | 46.5116 | 52.2727 |
Ratio Avg Win / Avg Loss | 5.9664 | 10.9756 | 1.6672 | 1.2084 | 1.3298 | 1.1038 |
Largest Winning Trade | 2166784 | 2166784 | 51564 | 24229063 | 24229063 | 19223751 |
Largest Losing Trade | -33488 | -33488 | -30701 | -21362576 | -21362576 | -17528493 |
Avg Bars in Trades | 97 | 115 | 80 | 97 | 115 | 80 |
Avg Bars in Winners | 142 | 175 | 115 | 142 | 175 | 115 |
Avg Bars in Losers | 53 | 62 | 43 | 53 | 62 | 43 |
Bars Traded | 8508 | 4946 | 3562 | 8508 | 4946 | 3562 |
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 | 789956 | 743963 | -90216 | -12892 | -41554 | 297600 |
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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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