Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1891110.0535 | 1846309.5991 | 44800.4544 | 1773863.4067 | 7295228.0413 | -5521364.6346 |
Total P&L (%) | 1891.1101 | 1846.3096 | 44.8005 | 1773.8634 | 7295.228 | -5521.3646 |
Avg Daily Profit (%) | 0.838 | 0.8182 | 0.0199 | 0.1299 | 0.1909 | 0 |
Buy And Hold Return (%) | 193.2584 | 193.2584 | 193.2584 | 193.2584 | 193.2584 | 193.2584 |
Max Trade Drawdown | -183729 | -131617 | -87628 | -16042089 | -8726016 | -9037696 |
Profit Factor | 3.3912 | 5.264 | 1.1252 | 1.0372 | 1.2778 | 0.7422 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 96 | 50 | 46 | 96 | 50 | 46 |
Profitability (%) | 31.9149 | 29.5775 | 34.2857 | 31.9149 | 29.5775 | 34.2857 |
Ratio Avg Win / Avg Loss | 7.2346 | 12.5333 | 2.1566 | 2.2127 | 3.0424 | 1.4226 |
Largest Winning Trade | 1524224 | 1524224 | 49740 | 9140415 | 9140415 | 2848821 |
Largest Losing Trade | -31042 | -29920 | -31042 | -4227143 | -4227143 | -3787845 |
Avg Bars in Trades | 46 | 43 | 48 | 46 | 43 | 48 |
Avg Bars in Winners | 91 | 95 | 88 | 91 | 95 | 88 |
Avg Bars in Losers | 24 | 21 | 28 | 24 | 21 | 28 |
Bars Traded | 6505 | 3090 | 3415 | 6505 | 3090 | 3415 |
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 | 468869 | -75427 | -514391 | -204277 | -87579 | -679680 |
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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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