Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2939798.4376 | 2759121.7275 | 180676.7101 | 16105480.1546 | 5661303.679 | 10444176.4757 |
Total P&L (%) | 2939.7984 | 2759.1217 | 180.6767 | 16105.4802 | 5661.3037 | 10444.1765 |
Avg Daily Profit (%) | 1.4112 | 1.3244 | 0.0867 | 0.2445 | 0.1948 | 0.2239 |
Buy And Hold Return (%) | 37.2197 | 37.2197 | 37.2197 | 37.2197 | 37.2197 | 37.2197 |
Max Trade Drawdown | -119267 | -94874 | -86688 | -11379204 | -10370904 | -8623932 |
Profit Factor | 5.7697 | 8.9284 | 1.6733 | 1.2789 | 1.1575 | 1.479 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 36 | 13 | 23 | 36 | 13 | 23 |
Losing Trades | 52 | 31 | 21 | 52 | 31 | 21 |
Profitability (%) | 40.9091 | 29.5455 | 52.2727 | 40.9091 | 29.5455 | 52.2727 |
Ratio Avg Win / Avg Loss | 8.334 | 21.2907 | 1.5278 | 1.8473 | 2.7602 | 1.3503 |
Largest Winning Trade | 2336308 | 2336308 | 83496 | 8921740 | 8921740 | 4995499 |
Largest Losing Trade | -43253 | -22219 | -43253 | -4411114 | -4118158 | -4411114 |
Avg Bars in Trades | 277 | 248 | 307 | 277 | 248 | 307 |
Avg Bars in Winners | 477 | 552 | 434 | 477 | 552 | 434 |
Avg Bars in Losers | 139 | 120 | 168 | 139 | 120 | 168 |
Bars Traded | 24462 | 10925 | 13537 | 24462 | 10925 | 13537 |
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 | 675197 | 447363 | -75109 | 222617 | -47895 | 351794 |
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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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