Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2527770.6076 | 2366321.63 | 161448.9776 | 18560983.1066 | 4573706.3493 | 13987276.7573 |
Total P&L (%) | 2527.7706 | 2366.3216 | 161.449 | 18560.9831 | 4573.7063 | 13987.2768 |
Avg Daily Profit (%) | 1.1371 | 1.0645 | 0.0726 | 0.2355 | 0.1731 | 0.2228 |
Buy And Hold Return (%) | 294.5108 | 294.5108 | 294.5108 | 294.5108 | 294.5108 | 294.5108 |
Max Trade Drawdown | -104659 | -68500 | -105862 | -29253646 | -26237016 | -10261648 |
Profit Factor | 4.7733 | 8.3322 | 1.465 | 1.2023 | 1.087 | 1.3568 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Losing Trades | 70 | 33 | 37 | 70 | 33 | 37 |
Profitability (%) | 40.678 | 44.0678 | 37.2881 | 40.678 | 44.0678 | 37.2881 |
Ratio Avg Win / Avg Loss | 6.9611 | 10.5755 | 2.4639 | 1.7533 | 1.3797 | 2.282 |
Largest Winning Trade | 2063944 | 2063944 | 49062 | 13137999 | 13137999 | 9530642 |
Largest Losing Trade | -59486 | -28609 | -59486 | -7381748 | -7381748 | -4921130 |
Avg Bars in Trades | 53 | 59 | 47 | 53 | 59 | 47 |
Avg Bars in Winners | 89 | 91 | 86 | 89 | 91 | 86 |
Avg Bars in Losers | 29 | 33 | 25 | 29 | 33 | 25 |
Bars Traded | 6320 | 3494 | 2826 | 6320 | 3494 | 2826 |
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 | 639911 | -157063 | -441446 | 202570 | -295992 | -172126 |
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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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