Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1944423.9105 | 1882041.7471 | 62382.1633 | 983508.4971 | 9061541.3967 | -8078032.8996 |
Total P&L (%) | 1944.4239 | 1882.0417 | 62.3822 | 983.5085 | 9061.5414 | -8078.0329 |
Avg Daily Profit (%) | 0.8607 | 0.8331 | 0.0276 | 0.1055 | 0.2002 | 0 |
Buy And Hold Return (%) | 199.115 | 199.115 | 199.115 | 199.115 | 199.115 | 199.115 |
Max Trade Drawdown | -219402 | -145020 | -94068 | -22230457 | -10769930 | -14294570 |
Profit Factor | 3.8096 | 6.3302 | 1.184 | 1.0189 | 1.3965 | 0.723 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Profitability (%) | 38.3721 | 34.8837 | 41.8605 | 38.3721 | 34.8837 | 41.8605 |
Ratio Avg Win / Avg Loss | 6.1184 | 11.8164 | 1.6445 | 1.6364 | 2.6068 | 1.0042 |
Largest Winning Trade | 1406525 | 1406525 | 47682 | 17572790 | 17572790 | 7211086 |
Largest Losing Trade | -59471 | -32597 | -59471 | -11929798 | -3724665 | -11929798 |
Avg Bars in Trades | 155 | 156 | 154 | 155 | 156 | 154 |
Avg Bars in Winners | 256 | 277 | 238 | 256 | 277 | 238 |
Avg Bars in Losers | 92 | 91 | 92 | 92 | 91 | 92 |
Bars Traded | 13353 | 6731 | 6622 | 13353 | 6731 | 6622 |
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 | 570540 | 572229 | -341867 | -255984 | 143867 | -582225 |
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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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