Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2184658.9459 | 2069485.3689 | 115173.5771 | 4810059.6802 | 8547030.4119 | -3736970.7317 |
Total P&L (%) | 2184.6589 | 2069.4854 | 115.1736 | 4810.0597 | 8547.0304 | -3736.9707 |
Avg Daily Profit (%) | 0.9882 | 0.9361 | 0.0521 | 0.1763 | 0.2019 | 0 |
Buy And Hold Return (%) | 273.8395 | 273.8395 | 273.8395 | 273.8395 | 273.8395 | 273.8395 |
Max Trade Drawdown | -219226 | -135029 | -115334 | -67638775 | -33181391 | -35738950 |
Profit Factor | 4.3616 | 6.7846 | 1.3943 | 1.0341 | 1.1126 | 0.9425 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 48.3871 | 47.8261 | 48.9362 | 48.3871 | 47.8261 | 48.9362 |
Ratio Avg Win / Avg Loss | 4.6524 | 7.4014 | 1.4549 | 1.1031 | 1.2138 | 0.9835 |
Largest Winning Trade | 1862962 | 1862962 | 46652 | 34258509 | 34258509 | 14292580 |
Largest Losing Trade | -35879 | -35879 | -27719 | -18236112 | -18236112 | -18103408 |
Avg Bars in Trades | 91 | 106 | 75 | 91 | 106 | 75 |
Avg Bars in Winners | 119 | 142 | 98 | 119 | 142 | 98 |
Avg Bars in Losers | 64 | 74 | 54 | 64 | 74 | 54 |
Bars Traded | 8476 | 4916 | 3560 | 8476 | 4916 | 3560 |
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 | 729967 | 757459 | -288794 | -175511 | -89368 | -581110 |
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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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