Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2517386.4214 | 2338136.46 | 179249.9614 | 15742286.9069 | 9322879.3419 | 6419407.5649 |
Total P&L (%) | 2517.3864 | 2338.1365 | 179.25 | 15742.2869 | 9322.8793 | 6419.4076 |
Avg Daily Profit (%) | 1.1299 | 1.0494 | 0.0805 | 0.2276 | 0.2042 | 0.1877 |
Buy And Hold Return (%) | 196.7123 | 196.7123 | 196.7123 | 196.7123 | 196.7123 | 196.7123 |
Max Trade Drawdown | -100787 | -59655 | -65719 | -34816899 | -19567073 | -22891253 |
Profit Factor | 5.2019 | 10.389 | 1.512 | 1.1268 | 1.1609 | 1.097 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Losing Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Profitability (%) | 38.7755 | 40.8163 | 36.7347 | 38.7755 | 40.8163 | 36.7347 |
Ratio Avg Win / Avg Loss | 8.2135 | 15.0641 | 2.6041 | 1.7792 | 1.6833 | 1.8893 |
Largest Winning Trade | 2081932 | 2081932 | 49005 | 19409119 | 19409119 | 9702342 |
Largest Losing Trade | -51835 | -42405 | -51835 | -16170312 | -11787453 | -16170312 |
Avg Bars in Trades | 43 | 48 | 39 | 43 | 48 | 39 |
Avg Bars in Winners | 80 | 85 | 74 | 80 | 85 | 74 |
Avg Bars in Losers | 20 | 23 | 18 | 20 | 23 | 18 |
Bars Traded | 4308 | 2385 | 1923 | 4308 | 2385 | 1923 |
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 | 622486 | 663682 | -253885 | -75739 | -37819 | -109858 |
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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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