Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2506582.7093 | 2415529.2954 | 91053.4139 | 5339485.9379 | 11228682.538 | -5889196.6001 |
Total P&L (%) | 2506.5827 | 2415.5293 | 91.0534 | 5339.4859 | 11228.6825 | -5889.1966 |
Avg Daily Profit (%) | 1.1321 | 1.0909 | 0.0411 | 0.1806 | 0.2138 | 0 |
Buy And Hold Return (%) | 505.8943 | 505.8943 | 505.8943 | 505.8943 | 505.8943 | 505.8943 |
Max Trade Drawdown | -137721 | -84301 | -98167 | -20582362 | -8716191 | -13606014 |
Profit Factor | 3.7934 | 6.6764 | 1.193 | 1.0695 | 1.3178 | 0.8581 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 111 | 57 | 54 | 111 | 57 | 54 |
Profitability (%) | 29.7468 | 27.8481 | 31.6456 | 29.7468 | 27.8481 | 31.6456 |
Ratio Avg Win / Avg Loss | 8.9589 | 17.2979 | 2.5769 | 2.5258 | 3.4142 | 1.8536 |
Largest Winning Trade | 2110466 | 2110466 | 44543 | 16336464 | 16336464 | 4232121 |
Largest Losing Trade | -51835 | -23531 | -51835 | -9713682 | -4965425 | -9713682 |
Avg Bars in Trades | 83 | 79 | 87 | 83 | 79 | 87 |
Avg Bars in Winners | 183 | 175 | 191 | 183 | 175 | 191 |
Avg Bars in Losers | 41 | 42 | 40 | 41 | 42 | 40 |
Bars Traded | 13195 | 6257 | 6939 | 13195 | 6257 | 6939 |
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 | 393301 | -23806 | -344966 | -143181 | -34760 | -612096 |
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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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