Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2328868.3616 | 2212561.8013 | 116306.5603 | 11134873.646 | 20271186.5153 | -9136312.8693 |
Total P&L (%) | 2328.8684 | 2212.5618 | 116.3066 | 11134.8736 | 20271.1865 | -9136.3129 |
Avg Daily Profit (%) | 1.0483 | 0.9959 | 0.0524 | 0.2128 | 0.2396 | 0 |
Buy And Hold Return (%) | 795.6222 | 795.6222 | 795.6222 | 795.6222 | 795.6222 | 795.6222 |
Max Trade Drawdown | -130041 | -74645 | -84592 | -39799355 | -20437025 | -27090422 |
Profit Factor | 4.8787 | 10.0038 | 1.3279 | 1.0891 | 1.3549 | 0.8653 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Profitability (%) | 38.2979 | 40.4255 | 36.1702 | 38.2979 | 40.4255 | 36.1702 |
Ratio Avg Win / Avg Loss | 7.8602 | 14.7424 | 2.3434 | 1.7547 | 1.9967 | 1.527 |
Largest Winning Trade | 1920610 | 1920610 | 54449 | 21825150 | 21825150 | 11984879 |
Largest Losing Trade | -44458 | -31136 | -44458 | -10399095 | -10121032 | -10399095 |
Avg Bars in Trades | 69 | 59 | 79 | 69 | 59 | 79 |
Avg Bars in Winners | 130 | 101 | 162 | 130 | 101 | 162 |
Avg Bars in Losers | 31 | 30 | 33 | 31 | 30 | 33 |
Bars Traded | 6529 | 2782 | 3748 | 6529 | 2782 | 3748 |
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 | 490009 | 536981 | -292714 | -117543 | 225521 | -583297 |
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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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