Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2108438.3991 | 2018116.9036 | 90321.4955 | 2256982.4021 | 4222763.9176 | -1965781.5155 |
Total P&L (%) | 2108.4384 | 2018.1169 | 90.3215 | 2256.9824 | 4222.7639 | -1965.7815 |
Avg Daily Profit (%) | 0.9486 | 0.908 | 0.0406 | 0.1423 | 0.1696 | 0 |
Buy And Hold Return (%) | 730.4989 | 730.4989 | 730.4989 | 730.4989 | 730.4989 | 730.4989 |
Max Trade Drawdown | -195595 | -98616 | -130996 | -19460613 | -9163815 | -10908794 |
Profit Factor | 3.3261 | 5.6947 | 1.1895 | 1.0454 | 1.166 | 0.9192 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Losing Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Profitability (%) | 43.8272 | 44.4444 | 43.2099 | 43.8272 | 44.4444 | 43.2099 |
Ratio Avg Win / Avg Loss | 4.263 | 7.1183 | 1.5634 | 1.3398 | 1.4576 | 1.2081 |
Largest Winning Trade | 1835791 | 1835791 | 48170 | 7873004 | 7873004 | 3807840 |
Largest Losing Trade | -52244 | -30534 | -52244 | -5082881 | -5082881 | -4519583 |
Avg Bars in Trades | 39 | 40 | 38 | 39 | 40 | 38 |
Avg Bars in Winners | 52 | 55 | 49 | 52 | 55 | 49 |
Avg Bars in Losers | 29 | 28 | 29 | 29 | 28 | 29 |
Bars Traded | 6413 | 3304 | 3109 | 6413 | 3304 | 3109 |
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 | 536052 | 148440 | -329931 | -177919 | -45029 | -593710 |
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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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