Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2457363.6923 | 2411997.5978 | 45366.0945 | 2341599.396 | 8791721.8362 | -6450122.4402 |
Total P&L (%) | 2457.3637 | 2411.9976 | 45.3661 | 2341.5994 | 8791.7218 | -6450.1224 |
Avg Daily Profit (%) | 1.1082 | 1.0877 | 0.0205 | 0.1442 | 0.2026 | 0 |
Buy And Hold Return (%) | 908.494 | 908.494 | 908.494 | 908.494 | 908.494 | 908.494 |
Max Trade Drawdown | -145929 | -75260 | -106950 | -9917888 | -2923173 | -7810863 |
Profit Factor | 4.6751 | 9.5777 | 1.1171 | 1.0807 | 1.8013 | 0.6427 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Losing Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Profitability (%) | 43.0233 | 48.8372 | 37.2093 | 43.0233 | 48.8372 | 37.2093 |
Ratio Avg Win / Avg Loss | 6.1914 | 10.0337 | 1.8851 | 1.4312 | 1.8871 | 1.0845 |
Largest Winning Trade | 2179904 | 2179904 | 49810 | 10738593 | 10738593 | 2260365 |
Largest Losing Trade | -62512 | -44520 | -62512 | -7020959 | -1874438 | -7020959 |
Avg Bars in Trades | 152 | 147 | 157 | 152 | 147 | 157 |
Avg Bars in Winners | 249 | 226 | 280 | 249 | 226 | 280 |
Avg Bars in Losers | 79 | 72 | 84 | 79 | 72 | 84 |
Bars Traded | 13108 | 6339 | 6769 | 13108 | 6339 | 6769 |
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 | 544799 | 652494 | -426848 | -137876 | 398709 | -584034 |
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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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