Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4148441.0784 | 4095956.1728 | 52484.9056 | 2143241.8536 | -6636.8242 | 2149878.6777 |
Total P&L (%) | 4148.4411 | 4095.9562 | 52.4849 | 2143.2419 | -6.6368 | 2149.8787 |
Avg Daily Profit (%) | 1.9918 | 1.9666 | 0.0252 | 0.1495 | -0.0033 | 0.1496 |
Buy And Hold Return (%) | 373.8433 | 373.8433 | 373.8433 | 373.8433 | 373.8433 | 373.8433 |
Max Trade Drawdown | -130807 | -103942 | -39580 | -12471050 | -9484832 | -3204173 |
Profit Factor | 8.8847 | 11.9456 | 1.3455 | 1.0565 | 0.9998 | 1.2245 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Profitability (%) | 45.4545 | 46.9388 | 44 | 45.4545 | 46.9388 | 44 |
Ratio Avg Win / Avg Loss | 10.6617 | 13.5037 | 1.7124 | 1.2678 | 1.1302 | 1.5584 |
Largest Winning Trade | 4047572 | 4047572 | 41187 | 8883672 | 8883672 | 2427002 |
Largest Losing Trade | -46741 | -46741 | -12905 | -3705808 | -3705808 | -1174824 |
Avg Bars in Trades | 245 | 425 | 68 | 245 | 425 | 68 |
Avg Bars in Winners | 351 | 598 | 93 | 351 | 598 | 93 |
Avg Bars in Losers | 156 | 272 | 48 | 156 | 272 | 48 |
Bars Traded | 24280 | 20859 | 3421 | 24280 | 20859 | 3421 |
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 | 764092 | 778058 | -505899 | -153860 | -580205 | -175411 |
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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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