Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2524691.7291 | 2498702.7297 | 25988.9995 | 1845011.9373 | 9036284.5261 | -7191272.5888 |
Total P&L (%) | 2524.6917 | 2498.7027 | 25.989 | 1845.0119 | 9036.2845 | -7191.2726 |
Avg Daily Profit (%) | 1.1419 | 1.1301 | 0.0118 | 0.1343 | 0.2044 | 0 |
Buy And Hold Return (%) | 810.047 | 810.047 | 810.047 | 810.047 | 810.047 | 810.047 |
Max Trade Drawdown | -127612 | -99586 | -91038 | -14416201 | -7653100 | -7838817 |
Profit Factor | 4.6133 | 9.3151 | 1.0653 | 1.0418 | 1.4508 | 0.7019 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 37.7778 | 35.5556 | 40 | 37.7778 | 35.5556 | 40 |
Ratio Avg Win / Avg Loss | 7.5984 | 16.8836 | 1.5979 | 1.7159 | 2.6295 | 1.0529 |
Largest Winning Trade | 2293759 | 2293759 | 45573 | 15677718 | 15677718 | 2708138 |
Largest Losing Trade | -51390 | -30755 | -51390 | -4819731 | -3549599 | -4819731 |
Avg Bars in Trades | 48 | 45 | 51 | 48 | 45 | 51 |
Avg Bars in Winners | 88 | 85 | 91 | 88 | 85 | 91 |
Avg Bars in Losers | 23 | 24 | 23 | 23 | 24 | 23 |
Bars Traded | 4362 | 2064 | 2298 | 4362 | 2064 | 2298 |
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 | 484338 | 482170 | -494361 | -196317 | 167055 | -582934 |
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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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