Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2473805.0775 | 2323755.3942 | 150049.6833 | 12423250.5072 | 5390254.1578 | 7032996.3494 |
Total P&L (%) | 2473.8051 | 2323.7554 | 150.0497 | 12423.2505 | 5390.2542 | 7032.9963 |
Avg Daily Profit (%) | 1.3805 | 1.2967 | 0.0837 | 0.2699 | 0.2238 | 0.2384 |
Buy And Hold Return (%) | 359.5232 | 359.5232 | 359.5232 | 359.5232 | 359.5232 | 359.5232 |
Max Trade Drawdown | -97179 | -87611 | -94215 | -30311094 | -24897806 | -15361383 |
Profit Factor | 6.147 | 11.3732 | 1.5847 | 1.131 | 1.115 | 1.1466 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 54 | 30 | 24 | 54 | 30 | 24 |
Profitability (%) | 44.898 | 38.7755 | 51.0204 | 44.898 | 38.7755 | 51.0204 |
Ratio Avg Win / Avg Loss | 7.5441 | 17.9576 | 1.5213 | 1.388 | 1.7605 | 1.1008 |
Largest Winning Trade | 1230515 | 1230515 | 62564 | 22291740 | 22291740 | 9827312 |
Largest Losing Trade | -58706 | -22763 | -58706 | -14254244 | -5961891 | -14254244 |
Avg Bars in Trades | 105 | 85 | 125 | 105 | 85 | 125 |
Avg Bars in Winners | 170 | 142 | 191 | 170 | 142 | 191 |
Avg Bars in Losers | 52 | 49 | 56 | 52 | 49 | 56 |
Bars Traded | 10344 | 4206 | 6138 | 10344 | 4206 | 6138 |
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 | 734240 | 629960 | -243776 | -69537 | -88980 | -50635 |
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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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