Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2938657.4559 | 2830500.2957 | 108157.1602 | 9311239.6399 | 32224528.5772 | -22913288.9373 |
Total P&L (%) | 2938.6575 | 2830.5003 | 108.1572 | 9311.2396 | 32224.5286 | -22913.2889 |
Avg Daily Profit (%) | 1.3289 | 1.28 | 0.0489 | 0.2057 | 0.2617 | 0 |
Buy And Hold Return (%) | 677.909 | 677.909 | 677.909 | 677.909 | 677.909 | 677.909 |
Max Trade Drawdown | -194804 | -98262 | -143339 | -49429382 | -26587600 | -32974437 |
Profit Factor | 5.3413 | 9.8782 | 1.302 | 1.0715 | 1.5828 | 0.6943 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Profitability (%) | 44.7917 | 45.8333 | 43.75 | 44.7917 | 45.8333 | 43.75 |
Ratio Avg Win / Avg Loss | 6.5834 | 11.6743 | 1.674 | 1.3207 | 1.8706 | 0.8927 |
Largest Winning Trade | 2527465 | 2527465 | 48386 | 52517722 | 52517722 | 10083073 |
Largest Losing Trade | -39338 | -38425 | -39338 | -16095499 | -14794006 | -16095499 |
Avg Bars in Trades | 67 | 64 | 70 | 67 | 64 | 70 |
Avg Bars in Winners | 110 | 110 | 111 | 110 | 110 | 111 |
Avg Bars in Losers | 32 | 26 | 38 | 32 | 26 | 38 |
Bars Traded | 6476 | 3104 | 3372 | 6476 | 3104 | 3372 |
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 | 647140 | 666464 | -294505 | -135574 | 358428 | -583119 |
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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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