Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2681717.5095 | 2593949.5273 | 87767.9822 | 2340976.3245 | 4867736.3911 | -2526760.0666 |
Total P&L (%) | 2681.7175 | 2593.9495 | 87.768 | 2340.9763 | 4867.7364 | -2526.7601 |
Avg Daily Profit (%) | 1.213 | 1.1733 | 0.0397 | 0.1446 | 0.1768 | 0 |
Buy And Hold Return (%) | 271.3138 | 271.3138 | 271.3138 | 271.3138 | 271.3138 | 271.3138 |
Max Trade Drawdown | -137637 | -117131 | -43891 | -12895329 | -10394108 | -3249041 |
Profit Factor | 5.6526 | 8.0694 | 1.419 | 1.0626 | 1.1947 | 0.7962 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Profitability (%) | 39.0805 | 32.5581 | 45.4545 | 39.0805 | 32.5581 | 45.4545 |
Ratio Avg Win / Avg Loss | 8.8114 | 16.7151 | 1.7028 | 1.6564 | 2.4747 | 0.9554 |
Largest Winning Trade | 2454494 | 2454494 | 42189 | 14735940 | 14735940 | 2106966 |
Largest Losing Trade | -39652 | -39652 | -27139 | -4105347 | -4105347 | -2425108 |
Avg Bars in Trades | 97 | 129 | 65 | 97 | 129 | 65 |
Avg Bars in Winners | 147 | 214 | 100 | 147 | 214 | 100 |
Avg Bars in Losers | 64 | 87 | 36 | 64 | 87 | 36 |
Bars Traded | 8443 | 5558 | 2885 | 8443 | 5558 | 2885 |
Profit Streak | 0 | 112.076 | 0 | 0 | 112.076 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 640219 | 570565 | -305436 | -154136 | -3595 | -582487 |
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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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