Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2762766.7684 | 2601774.1996 | 160992.5688 | 13092277.5249 | 8470573.0314 | 4621704.4935 |
Total P&L (%) | 2762.7668 | 2601.7742 | 160.9926 | 13092.2775 | 8470.573 | 4621.7045 |
Avg Daily Profit (%) | 1.2436 | 1.1712 | 0.0725 | 0.22 | 0.2006 | 0.1737 |
Buy And Hold Return (%) | 837.8249 | 837.8249 | 837.8249 | 837.8249 | 837.8249 | 837.8249 |
Max Trade Drawdown | -114390 | -92013 | -82245 | -40984654 | -28737174 | -26222043 |
Profit Factor | 6.0458 | 8.8332 | 1.7474 | 1.0948 | 1.1023 | 1.0837 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 47.1264 | 44.186 | 50 | 47.1264 | 44.186 | 50 |
Ratio Avg Win / Avg Loss | 6.783 | 11.1577 | 1.7474 | 1.2284 | 1.3923 | 1.0837 |
Largest Winning Trade | 2377095 | 2377095 | 49078 | 27111526 | 27111526 | 10233043 |
Largest Losing Trade | -34480 | -34480 | -27939 | -11348353 | -7900054 | -11348353 |
Avg Bars in Trades | 97 | 131 | 63 | 97 | 131 | 63 |
Avg Bars in Winners | 136 | 193 | 87 | 136 | 193 | 87 |
Avg Bars in Losers | 62 | 82 | 39 | 62 | 82 | 39 |
Bars Traded | 8464 | 5653 | 2811 | 8464 | 5653 | 2811 |
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 | 660512 | 604401 | -258586 | -108876 | -102202 | -121567 |
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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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