Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2190474.5332 | 2084247.4258 | 106227.1074 | 6296745.4922 | 10144571.5067 | -3847826.0145 |
Total P&L (%) | 2190.4745 | 2084.2474 | 106.2271 | 6296.7455 | 10144.5715 | -3847.826 |
Avg Daily Profit (%) | 0.9885 | 0.9405 | 0.0479 | 0.1878 | 0.2091 | 0 |
Buy And Hold Return (%) | 716.9761 | 716.9761 | 716.9761 | 716.9761 | 716.9761 | 716.9761 |
Max Trade Drawdown | -139785 | -106305 | -112872 | -45943717 | -22951184 | -29014782 |
Profit Factor | 4.5299 | 8.5859 | 1.3072 | 1.0484 | 1.1651 | 0.944 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Losing Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Profitability (%) | 42.6966 | 46.6667 | 38.6364 | 42.6966 | 46.6667 | 38.6364 |
Ratio Avg Win / Avg Loss | 6.0797 | 9.8124 | 2.0761 | 1.407 | 1.3315 | 1.4993 |
Largest Winning Trade | 1859694 | 1859694 | 52315 | 22543937 | 22543937 | 13025427 |
Largest Losing Trade | -35544 | -35544 | -35335 | -15338077 | -9709019 | -15338077 |
Avg Bars in Trades | 48 | 41 | 55 | 48 | 41 | 55 |
Avg Bars in Winners | 77 | 64 | 94 | 77 | 64 | 94 |
Avg Bars in Losers | 26 | 22 | 31 | 26 | 22 | 31 |
Bars Traded | 4338 | 1880 | 2457 | 4338 | 1880 | 2457 |
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 | 544143 | 626117 | -297791 | -161980 | -32070 | -583472 |
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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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