Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2495194.4591 | 2322845.9623 | 172348.4967 | 11951929.8781 | -3316429.0657 | 15268358.9438 |
Total P&L (%) | 2495.1945 | 2322.846 | 172.3485 | 11951.9299 | -3316.4291 | 15268.3589 |
Avg Daily Profit (%) | 1.1267 | 1.0488 | 0.0778 | 0.2166 | 0 | 0.2276 |
Buy And Hold Return (%) | 665.505 | 665.505 | 665.505 | 665.505 | 665.505 | 665.505 |
Max Trade Drawdown | -104748 | -70819 | -58392 | -23449002 | -21487784 | -8659486 |
Profit Factor | 4.3848 | 6.9808 | 1.4941 | 1.114 | 0.9482 | 1.3736 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Losing Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Profitability (%) | 49.2424 | 48.4848 | 50 | 49.2424 | 48.4848 | 50 |
Ratio Avg Win / Avg Loss | 4.5198 | 7.4171 | 1.4941 | 1.1483 | 1.0074 | 1.3736 |
Largest Winning Trade | 2110694 | 2110694 | 45279 | 9679633 | 9679633 | 6652765 |
Largest Losing Trade | -31337 | -31337 | -24591 | -7135437 | -7135437 | -5055954 |
Avg Bars in Trades | 48 | 54 | 42 | 48 | 54 | 42 |
Avg Bars in Winners | 64 | 72 | 55 | 64 | 72 | 55 |
Avg Bars in Losers | 33 | 36 | 30 | 33 | 36 | 30 |
Bars Traded | 6416 | 3579 | 2837 | 6416 | 3579 | 2837 |
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 | 662525 | -105534 | -377732 | -86913 | -703880 | -115373 |
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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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