Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2096760.9877 | 1993930.2222 | 102830.7655 | 5867448.7572 | 2694238.6138 | 3173210.1434 |
Total P&L (%) | 2096.761 | 1993.9302 | 102.8308 | 5867.4488 | 2694.2386 | 3173.2101 |
Avg Daily Profit (%) | 1.123 | 1.0679 | 0.0551 | 0.2192 | 0.1785 | 0.187 |
Buy And Hold Return (%) | 598.9873 | 598.9873 | 598.9873 | 598.9873 | 598.9873 | 598.9873 |
Max Trade Drawdown | -114995 | -111380 | -53314 | -17549769 | -14104194 | -9419927 |
Profit Factor | 4.2051 | 6.3143 | 1.3686 | 1.0901 | 1.0729 | 1.1126 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 35 | 13 | 22 | 35 | 13 | 22 |
Losing Trades | 58 | 34 | 24 | 58 | 34 | 24 |
Profitability (%) | 37.6344 | 27.6596 | 47.8261 | 37.6344 | 27.6596 | 47.8261 |
Ratio Avg Win / Avg Loss | 6.9685 | 16.5144 | 1.493 | 1.8064 | 2.8061 | 1.2138 |
Largest Winning Trade | 1359432 | 1359432 | 54378 | 13428292 | 13428292 | 5806213 |
Largest Losing Trade | -28061 | -22014 | -28061 | -6395840 | -3508968 | -6395840 |
Avg Bars in Trades | 117 | 105 | 130 | 117 | 105 | 130 |
Avg Bars in Winners | 215 | 216 | 214 | 215 | 216 | 214 |
Avg Bars in Losers | 58 | 62 | 52 | 58 | 62 | 52 |
Bars Traded | 10940 | 4955 | 5985 | 10940 | 4955 | 5985 |
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 | 483527 | 39460 | -285422 | -116671 | -151158 | -90601 |
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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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