Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2553407.6028 | 2438739.0679 | 114668.5349 | 11190481.6935 | 9907953.6045 | 1282528.089 |
Total P&L (%) | 2553.4076 | 2438.7391 | 114.6685 | 11190.4817 | 9907.9536 | 1282.5281 |
Avg Daily Profit (%) | 1.1523 | 1.1005 | 0.0517 | 0.2135 | 0.2081 | 0.1186 |
Buy And Hold Return (%) | 902.25 | 902.25 | 902.25 | 902.25 | 902.25 | 902.25 |
Max Trade Drawdown | -100070 | -67283 | -86821 | -12189192 | -8469262 | -12608252 |
Profit Factor | 4.4105 | 7.68 | 1.2989 | 1.1406 | 1.2458 | 1.0326 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Profitability (%) | 34.4 | 34.9206 | 33.871 | 34.4 | 34.9206 | 33.871 |
Ratio Avg Win / Avg Loss | 8.4107 | 14.3127 | 2.536 | 2.1751 | 2.3217 | 2.0161 |
Largest Winning Trade | 2094616 | 2094616 | 47286 | 13685569 | 13685569 | 5885240 |
Largest Losing Trade | -42886 | -27339 | -42886 | -5352278 | -3179804 | -5352278 |
Avg Bars in Trades | 69 | 67 | 72 | 69 | 67 | 72 |
Avg Bars in Winners | 144 | 141 | 148 | 144 | 141 | 148 |
Avg Bars in Losers | 30 | 27 | 33 | 30 | 27 | 33 |
Bars Traded | 8694 | 4229 | 4465 | 8694 | 4229 | 4465 |
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 | 426133 | -134242 | -449131 | -62358 | -143851 | -413154 |
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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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