Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2907584.5904 | 2753003.3673 | 154581.2231 | 8166684.1613 | 3234178.1411 | 4932506.0201 |
Total P&L (%) | 2907.5846 | 2753.0034 | 154.5812 | 8166.6842 | 3234.1781 | 4932.506 |
Avg Daily Profit (%) | 1.3099 | 1.2402 | 0.0696 | 0.1991 | 0.1581 | 0.1767 |
Buy And Hold Return (%) | 335.1456 | 335.1456 | 335.1456 | 335.1456 | 335.1456 | 335.1456 |
Max Trade Drawdown | -171483 | -79560 | -123168 | -31150529 | -16634606 | -19092427 |
Profit Factor | 5.249 | 9.2375 | 1.4415 | 1.0932 | 1.0701 | 1.119 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 50 | 50 | 50 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 5.249 | 9.2375 | 1.4415 | 1.0932 | 1.0701 | 1.119 |
Largest Winning Trade | 2530425 | 2530425 | 47195 | 10546191 | 10546191 | 7010143 |
Largest Losing Trade | -48448 | -32094 | -48448 | -11252043 | -11252043 | -9505643 |
Avg Bars in Trades | 93 | 103 | 83 | 93 | 103 | 83 |
Avg Bars in Winners | 120 | 129 | 112 | 120 | 129 | 112 |
Avg Bars in Losers | 65 | 77 | 54 | 65 | 77 | 54 |
Bars Traded | 8572 | 4744 | 3828 | 8572 | 4744 | 3828 |
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 | 785934 | 797398 | -264709 | -109717 | -135715 | -81703 |
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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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