Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2761659.4353 | 2521418.7868 | 240240.6485 | 73505848.4379 | 29939565.6253 | 43566282.8126 |
Total P&L (%) | 2761.6594 | 2521.4188 | 240.2406 | 73505.8484 | 29939.5656 | 43566.2828 |
Avg Daily Profit (%) | 1.2429 | 1.1348 | 0.1081 | 0.2975 | 0.2571 | 0.274 |
Buy And Hold Return (%) | 306.8998 | 306.8998 | 306.8998 | 306.8998 | 306.8998 | 306.8998 |
Max Trade Drawdown | -70476 | -49675 | -72775 | -43531310 | -27058583 | -31128339 |
Profit Factor | 7.0371 | 13.779 | 1.9235 | 1.4803 | 1.4104 | 1.544 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 52.3256 | 53.4884 | 51.1628 | 52.3256 | 53.4884 | 51.1628 |
Ratio Avg Win / Avg Loss | 6.4115 | 11.9817 | 1.8361 | 1.3487 | 1.2264 | 1.4738 |
Largest Winning Trade | 2208363 | 2208363 | 54357 | 25376028 | 25376028 | 25052434 |
Largest Losing Trade | -25160 | -25160 | -24316 | -10180586 | -8731903 | -10180586 |
Avg Bars in Trades | 49 | 44 | 55 | 49 | 44 | 55 |
Avg Bars in Winners | 74 | 65 | 84 | 74 | 65 | 84 |
Avg Bars in Losers | 22 | 20 | 23 | 22 | 20 | 23 |
Bars Traded | 4272 | 1901 | 2370 | 4272 | 1901 | 2370 |
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 | 813956 | 809564 | -210571 | 381183 | 352342 | 376079 |
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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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