Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2796615.0848 | 2685292.2351 | 111322.8497 | 10363328.205 | 27470891.646 | -17107563.441 |
Total P&L (%) | 2796.6151 | 2685.2922 | 111.3229 | 10363.3282 | 27470.8916 | -17107.5634 |
Avg Daily Profit (%) | 1.2613 | 1.2111 | 0.0502 | 0.21 | 0.2538 | 0 |
Buy And Hold Return (%) | 705.4567 | 705.4567 | 705.4567 | 705.4567 | 705.4567 | 705.4567 |
Max Trade Drawdown | -159711 | -89486 | -126724 | -37431755 | -20329905 | -26779473 |
Profit Factor | 5.4456 | 10.2057 | 1.33 | 1.1015 | 1.6612 | 0.7175 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Losing Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Profitability (%) | 42.5287 | 45.4545 | 39.5349 | 42.5287 | 45.4545 | 39.5349 |
Ratio Avg Win / Avg Loss | 7.3589 | 12.2468 | 2.0341 | 1.4885 | 1.9934 | 1.0973 |
Largest Winning Trade | 2356574 | 2356574 | 48386 | 41509977 | 41509977 | 7739050 |
Largest Losing Trade | -36353 | -36353 | -34585 | -13425666 | -10849889 | -13425666 |
Avg Bars in Trades | 100 | 97 | 102 | 100 | 97 | 102 |
Avg Bars in Winners | 165 | 152 | 180 | 165 | 152 | 180 |
Avg Bars in Losers | 51 | 51 | 51 | 51 | 51 | 51 |
Bars Traded | 8703 | 4293 | 4410 | 8703 | 4293 | 4410 |
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 | 603394 | 646114 | -294280 | -103427 | 357637 | -583130 |
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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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