Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2825363.2564 | 2722967.1722 | 102396.0842 | 10205065.5703 | 14314601.9838 | -4109536.4134 |
Total P&L (%) | 2825.3633 | 2722.9672 | 102.3961 | 10205.0656 | 14314.602 | -4109.5364 |
Avg Daily Profit (%) | 1.2728 | 1.2267 | 0.0461 | 0.209 | 0.2242 | 0 |
Buy And Hold Return (%) | 596.5035 | 596.5035 | 596.5035 | 596.5035 | 596.5035 | 596.5035 |
Max Trade Drawdown | -120464 | -79852 | -95398 | -19315140 | -9998842 | -14375878 |
Profit Factor | 3.7693 | 6.4443 | 1.1969 | 1.0981 | 1.2828 | 0.9231 |
Total Trades | 212 | 106 | 106 | 212 | 106 | 106 |
Winning Trades | 89 | 46 | 43 | 89 | 46 | 43 |
Losing Trades | 123 | 60 | 63 | 123 | 60 | 63 |
Profitability (%) | 41.9811 | 43.3962 | 40.566 | 41.9811 | 43.3962 | 40.566 |
Ratio Avg Win / Avg Loss | 5.2092 | 8.4056 | 1.7536 | 1.5176 | 1.6733 | 1.3524 |
Largest Winning Trade | 2325234 | 2325234 | 49933 | 15924394 | 15924394 | 6596719 |
Largest Losing Trade | -56364 | -29036 | -56364 | -8827276 | -3977264 | -8827276 |
Avg Bars in Trades | 41 | 41 | 41 | 41 | 41 | 41 |
Avg Bars in Winners | 68 | 63 | 74 | 68 | 63 | 74 |
Avg Bars in Losers | 21 | 24 | 18 | 21 | 24 | 18 |
Bars Traded | 8754 | 4392 | 4362 | 8754 | 4392 | 4362 |
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 | 608132 | 630160 | -303867 | -105402 | 233803 | -583052 |
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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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