Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2536389.455 | 2447260.4641 | 89128.9908 | 6702178.0331 | 12512270.7926 | -5810092.7595 |
Total P&L (%) | 2536.3895 | 2447.2605 | 89.129 | 6702.178 | 12512.2708 | -5810.0928 |
Avg Daily Profit (%) | 1.1473 | 1.107 | 0.0403 | 0.1911 | 0.219 | 0 |
Buy And Hold Return (%) | 816.1973 | 816.1973 | 816.1973 | 816.1973 | 816.1973 | 816.1973 |
Max Trade Drawdown | -173591 | -87506 | -134108 | -21838970 | -13085591 | -17682194 |
Profit Factor | 4.4525 | 8.3435 | 1.2221 | 1.0729 | 1.2923 | 0.8817 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Losing Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Profitability (%) | 35.2941 | 36.6667 | 33.8983 | 35.2941 | 36.6667 | 33.8983 |
Ratio Avg Win / Avg Loss | 8.163 | 14.4115 | 2.383 | 1.967 | 2.2321 | 1.7193 |
Largest Winning Trade | 2144900 | 2144900 | 51096 | 22982346 | 22982346 | 6687956 |
Largest Losing Trade | -42195 | -31684 | -42195 | -6694571 | -5651816 | -6694571 |
Avg Bars in Trades | 73 | 70 | 75 | 73 | 70 | 75 |
Avg Bars in Winners | 136 | 126 | 146 | 136 | 126 | 146 |
Avg Bars in Losers | 38 | 37 | 39 | 38 | 37 | 39 |
Bars Traded | 8694 | 4219 | 4475 | 8694 | 4219 | 4475 |
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 | 447923 | -155795 | -487330 | -136663 | -165295 | -761220 |
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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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