Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2142188.0611 | 2151802.6083 | -9614.5472 | 868133.7555 | 9772561.1462 | -8904427.3908 |
Total P&L (%) | 2142.1881 | 2151.8026 | -9.6145 | 868.1338 | 9772.5611 | -8904.4274 |
Avg Daily Profit (%) | 0.969 | 0.9733 | -0.0043 | 0.1027 | 0.2079 | 0 |
Buy And Hold Return (%) | 627.1589 | 627.1589 | 627.1589 | 627.1589 | 627.1589 | 627.1589 |
Max Trade Drawdown | -189587 | -104371 | -140190 | -15011853 | -6296658 | -9511718 |
Profit Factor | 3.75 | 7.4793 | 0.9785 | 1.0374 | 2.0641 | 0.3658 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Losing Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Profitability (%) | 40.9639 | 46.3415 | 35.7143 | 40.9639 | 46.3415 | 35.7143 |
Ratio Avg Win / Avg Loss | 5.4044 | 8.6603 | 1.7613 | 1.4951 | 2.39 | 0.6584 |
Largest Winning Trade | 1906492 | 1906492 | 49022 | 14708312 | 14708312 | 1050940 |
Largest Losing Trade | -45727 | -41273 | -45727 | -7078462 | -3467497 | -7078462 |
Avg Bars in Trades | 104 | 103 | 106 | 104 | 103 | 106 |
Avg Bars in Winners | 176 | 168 | 187 | 176 | 168 | 187 |
Avg Bars in Losers | 54 | 47 | 60 | 54 | 47 | 60 |
Bars Traded | 8704 | 4252 | 4452 | 8704 | 4252 | 4452 |
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 | 455677 | 638269 | -583512 | -285837 | 383129 | -586290 |
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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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