Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2845110.4514 | 2717076.7149 | 128033.7364 | 15505380.0182 | 20317318.759 | -4811938.7409 |
Total P&L (%) | 2845.1105 | 2717.0767 | 128.0337 | 15505.38 | 20317.3188 | -4811.9387 |
Avg Daily Profit (%) | 1.2812 | 1.2235 | 0.0577 | 0.2277 | 0.2398 | 0 |
Buy And Hold Return (%) | 920.2067 | 920.2067 | 920.2067 | 920.2067 | 920.2067 | 920.2067 |
Max Trade Drawdown | -132673 | -90711 | -98333 | -29604646 | -18015486 | -15574774 |
Profit Factor | 4.3114 | 7.5768 | 1.287 | 1.1245 | 1.3315 | 0.9239 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 92 | 48 | 44 | 92 | 48 | 44 |
Losing Trades | 104 | 50 | 54 | 104 | 50 | 54 |
Profitability (%) | 46.9388 | 48.9796 | 44.898 | 46.9388 | 48.9796 | 44.898 |
Ratio Avg Win / Avg Loss | 4.8738 | 7.8925 | 1.5796 | 1.2712 | 1.387 | 1.1339 |
Largest Winning Trade | 2335976 | 2335976 | 51873 | 33627676 | 33627676 | 6212845 |
Largest Losing Trade | -52485 | -26267 | -52485 | -7610879 | -7196024 | -7610879 |
Avg Bars in Trades | 66 | 64 | 69 | 66 | 64 | 69 |
Avg Bars in Winners | 96 | 84 | 109 | 96 | 84 | 109 |
Avg Bars in Losers | 40 | 44 | 37 | 40 | 44 | 37 |
Bars Traded | 13112 | 6282 | 6831 | 13112 | 6282 | 6831 |
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 | 636475 | 655887 | -282871 | -75437 | 286724 | -581388 |
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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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