Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2554676.4721 | 2459181.3909 | 95495.0812 | 7558381.0771 | 18046868.7882 | -10488487.7111 |
Total P&L (%) | 2554.6765 | 2459.1814 | 95.4951 | 7558.3811 | 18046.8688 | -10488.4877 |
Avg Daily Profit (%) | 1.1535 | 1.1104 | 0.0431 | 0.1961 | 0.2351 | 0 |
Buy And Hold Return (%) | 796.679 | 796.679 | 796.679 | 796.679 | 796.679 | 796.679 |
Max Trade Drawdown | -156220 | -78837 | -124309 | -20982479 | -11062591 | -16052192 |
Profit Factor | 4.8955 | 9.1891 | 1.2686 | 1.1109 | 1.6377 | 0.7367 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Profitability (%) | 39.3258 | 40 | 38.6364 | 39.3258 | 40 | 38.6364 |
Ratio Avg Win / Avg Loss | 7.5531 | 13.7837 | 2.0149 | 1.714 | 2.4565 | 1.17 |
Largest Winning Trade | 2146667 | 2146667 | 52156 | 23502600 | 23502600 | 4692793 |
Largest Losing Trade | -35429 | -35429 | -34714 | -6833022 | -6293856 | -6833022 |
Avg Bars in Trades | 73 | 70 | 75 | 73 | 70 | 75 |
Avg Bars in Winners | 131 | 123 | 139 | 131 | 123 | 139 |
Avg Bars in Losers | 35 | 35 | 35 | 35 | 35 | 35 |
Bars Traded | 6521 | 3183 | 3338 | 6521 | 3183 | 3338 |
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 | 516610 | 543845 | -304449 | -93292 | 274177 | -583472 |
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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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