Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2190608.6173 | 2050529.9215 | 140078.6958 | 15302303.2285 | 1471758.2635 | 13830544.9649 |
Total P&L (%) | 2190.6086 | 2050.5299 | 140.0787 | 15302.3032 | 1471.7583 | 13830.545 |
Avg Daily Profit (%) | 0.9268 | 0.8675 | 0.0593 | 0.2133 | 0.1166 | 0.2091 |
Buy And Hold Return (%) | 578.8587 | 578.8587 | 578.8587 | 578.8587 | 578.8587 | 578.8587 |
Max Trade Drawdown | -110720 | -80409 | -69147 | -9716474 | -8201774 | -4424108 |
Profit Factor | 4.9854 | 7.5219 | 1.5954 | 1.4614 | 1.07 | 2.1382 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 45 | 18 | 27 | 45 | 18 | 27 |
Losing Trades | 41 | 25 | 16 | 41 | 25 | 16 |
Profitability (%) | 52.3256 | 41.8605 | 62.7907 | 52.3256 | 41.8605 | 62.7907 |
Ratio Avg Win / Avg Loss | 4.5422 | 10.4471 | 0.9454 | 1.3315 | 1.4862 | 1.2671 |
Largest Winning Trade | 1608888 | 1608888 | 60569 | 8868953 | 7513875 | 8868953 |
Largest Losing Trade | -47895 | -47895 | -38897 | -4737599 | -4737599 | -3925249 |
Avg Bars in Trades | 109 | 98 | 119 | 109 | 98 | 119 |
Avg Bars in Winners | 141 | 160 | 129 | 141 | 160 | 129 |
Avg Bars in Losers | 73 | 54 | 102 | 73 | 54 | 102 |
Bars Traded | 9379 | 4243 | 5136 | 9379 | 4243 | 5136 |
Profit Streak | 0 | 0 | 43.7591 | 0 | 0 | 43.7591 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 690390 | 576336 | -277084 | 351104 | -187031 | 480003 |
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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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