Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2200632.7083 | 2136069.8288 | 64562.8795 | 2075135.2962 | 8844326.435 | -6769191.1388 |
Total P&L (%) | 2200.6327 | 2136.0698 | 64.5629 | 2075.1353 | 8844.3264 | -6769.1911 |
Avg Daily Profit (%) | 0.973 | 0.9445 | 0.0285 | 0.1363 | 0.1989 | 0 |
Buy And Hold Return (%) | 338.3106 | 338.3106 | 338.3106 | 338.3106 | 338.3106 | 338.3106 |
Max Trade Drawdown | -158829 | -133851 | -80754 | -25274926 | -16128992 | -14647752 |
Profit Factor | 4.0247 | 6.2784 | 1.2 | 1.0294 | 1.2231 | 0.7804 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 61 | 34 | 27 | 61 | 34 | 27 |
Profitability (%) | 37.1134 | 30.6122 | 43.75 | 37.1134 | 30.6122 | 43.75 |
Ratio Avg Win / Avg Loss | 6.8196 | 14.231 | 1.5428 | 1.7443 | 2.7724 | 1.0034 |
Largest Winning Trade | 1490412 | 1490412 | 50318 | 23559515 | 23559515 | 8294648 |
Largest Losing Trade | -66278 | -34437 | -66278 | -14647752 | -5317642 | -14647752 |
Avg Bars in Trades | 67 | 65 | 68 | 67 | 65 | 68 |
Avg Bars in Winners | 112 | 131 | 98 | 112 | 131 | 98 |
Avg Bars in Losers | 40 | 36 | 44 | 40 | 36 | 44 |
Bars Traded | 6502 | 3227 | 3275 | 6502 | 3227 | 3275 |
Profit Streak | 0 | 0 | 37.1315 | 0 | 0 | 37.1315 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 551257 | 501078 | -321773 | -203065 | 47151 | -580908 |
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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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