Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2274604.5069 | 2156793.2421 | 117811.2648 | 9726521.4639 | 4568446.4461 | 5158075.0178 |
Total P&L (%) | 2274.6045 | 2156.7932 | 117.8113 | 9726.5215 | 4568.4464 | 5158.075 |
Avg Daily Profit (%) | 1.0258 | 0.9726 | 0.0531 | 0.2071 | 0.1735 | 0.1788 |
Buy And Hold Return (%) | 909.5433 | 909.5433 | 909.5433 | 909.5433 | 909.5433 | 909.5433 |
Max Trade Drawdown | -100453 | -70961 | -90508 | -12473556 | -10056922 | -11009934 |
Profit Factor | 4.878 | 9.1255 | 1.3669 | 1.2023 | 1.1786 | 1.2291 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Losing Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Profitability (%) | 48.1013 | 55 | 41.0256 | 48.1013 | 55 | 41.0256 |
Ratio Avg Win / Avg Loss | 5.2631 | 7.4663 | 1.9649 | 1.2972 | 0.9643 | 1.7669 |
Largest Winning Trade | 1821498 | 1821498 | 50186 | 7004285 | 7004285 | 3889642 |
Largest Losing Trade | -46540 | -46540 | -36621 | -8136645 | -8136645 | -4508217 |
Avg Bars in Trades | 109 | 117 | 102 | 109 | 117 | 102 |
Avg Bars in Winners | 150 | 147 | 152 | 150 | 147 | 152 |
Avg Bars in Losers | 72 | 79 | 67 | 72 | 79 | 67 |
Bars Traded | 8687 | 4683 | 4004 | 8687 | 4683 | 4004 |
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 | -14503 | 651843 | -289612 | -24430 | -18514 | 153480 |
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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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