Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2640789.3018 | 2654546.2485 | -13756.9467 | 905451.0826 | 5877963.9563 | -4972512.8737 |
Total P&L (%) | 2640.7893 | 2654.5462 | -13.7569 | 905.4511 | 5877.964 | -4972.5129 |
Avg Daily Profit (%) | 1.1911 | 1.1973 | -0.0062 | 0.1042 | 0.1847 | 0 |
Buy And Hold Return (%) | 957.485 | 957.485 | 957.485 | 957.485 | 957.485 | 957.485 |
Max Trade Drawdown | -208630 | -132863 | -159869 | -13196775 | -8144644 | -5652499 |
Profit Factor | 3.82 | 7.1382 | 0.9727 | 1.0406 | 1.4989 | 0.5278 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Profitability (%) | 30.2469 | 29.6296 | 30.8642 | 30.2469 | 29.6296 | 30.8642 |
Ratio Avg Win / Avg Loss | 8.8094 | 16.9532 | 2.1789 | 2.3997 | 3.5598 | 1.1823 |
Largest Winning Trade | 2452397 | 2452397 | 49605 | 13207110 | 13207110 | 1014417 |
Largest Losing Trade | -44458 | -23757 | -44458 | -2343191 | -2343191 | -2324832 |
Avg Bars in Trades | 81 | 79 | 82 | 81 | 79 | 82 |
Avg Bars in Winners | 178 | 172 | 184 | 178 | 172 | 184 |
Avg Bars in Losers | 38 | 40 | 37 | 38 | 40 | 37 |
Bars Traded | 13125 | 6426 | 6699 | 13125 | 6426 | 6699 |
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 | 369931 | -2642 | -597400 | -400910 | -11625 | -598511 |
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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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