Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2235682.3923 | 2146270.2536 | 89412.1387 | 4003804.1733 | -372772.4058 | 4376576.5791 |
Total P&L (%) | 2235.6824 | 2146.2703 | 89.4121 | 4003.8042 | -372.7724 | 4376.5766 |
Avg Daily Profit (%) | 1.0112 | 0.9707 | 0.0404 | 0.1681 | 0 | 0.1721 |
Buy And Hold Return (%) | 180.8314 | 180.8314 | 180.8314 | 180.8314 | 180.8314 | 180.8314 |
Max Trade Drawdown | -112560 | -85615 | -91045 | -18157350 | -13239881 | -7060267 |
Profit Factor | 4.1776 | 6.925 | 1.262 | 1.0808 | 0.987 | 1.2083 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 48.3146 | 48.8889 | 47.7273 | 48.3146 | 48.8889 | 47.7273 |
Ratio Avg Win / Avg Loss | 4.4691 | 7.2397 | 1.3821 | 1.1562 | 1.0318 | 1.3233 |
Largest Winning Trade | 1904967 | 1904967 | 51761 | 5779926 | 5779926 | 5325063 |
Largest Losing Trade | -41934 | -41934 | -33949 | -6096058 | -6096058 | -3488771 |
Avg Bars in Trades | 47 | 55 | 39 | 47 | 55 | 39 |
Avg Bars in Winners | 60 | 68 | 52 | 60 | 68 | 52 |
Avg Bars in Losers | 34 | 42 | 26 | 34 | 42 | 26 |
Bars Traded | 4201 | 2484 | 1717 | 4201 | 2484 | 1717 |
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 | 724438 | 773147 | -305638 | -124351 | -579477 | 233890 |
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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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