Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3731160.6409 | 3594023.8617 | 137136.7792 | 11229475.2785 | 13037422.8264 | -1807947.5479 |
Total P&L (%) | 3731.1606 | 3594.0239 | 137.1368 | 11229.4753 | 13037.4228 | -1807.9475 |
Avg Daily Profit (%) | 1.6807 | 1.6189 | 0.0618 | 0.2133 | 0.22 | 0 |
Buy And Hold Return (%) | 986.8841 | 986.8841 | 986.8841 | 986.8841 | 986.8841 | 986.8841 |
Max Trade Drawdown | -93124 | -77714 | -89129 | -38357124 | -24330080 | -28642556 |
Profit Factor | 9.1971 | 17.9594 | 1.5637 | 1.1012 | 1.2602 | 0.9703 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Profitability (%) | 43.0108 | 40.4255 | 45.6522 | 43.0108 | 40.4255 | 45.6522 |
Ratio Avg Win / Avg Loss | 12.1861 | 26.4664 | 1.8616 | 1.459 | 1.8571 | 1.1551 |
Largest Winning Trade | 3458794 | 3458794 | 56611 | 23805454 | 23805454 | 10345250 |
Largest Losing Trade | -33272 | -31386 | -33272 | -13032357 | -9808789 | -13032357 |
Avg Bars in Trades | 69 | 61 | 78 | 69 | 61 | 78 |
Avg Bars in Winners | 116 | 99 | 131 | 116 | 99 | 131 |
Avg Bars in Losers | 34 | 35 | 34 | 34 | 35 | 34 |
Bars Traded | 6504 | 2881 | 3623 | 6504 | 2881 | 3623 |
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 | 632578 | 583999 | -275030 | -103562 | 198637 | -580728 |
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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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