Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2210274.3572 | 2094404.2742 | 115870.0829 | 5358685.9479 | 3621554.9186 | 1737131.0293 |
Total P&L (%) | 2210.2744 | 2094.4043 | 115.8701 | 5358.6859 | 3621.5549 | 1737.131 |
Avg Daily Profit (%) | 0.9947 | 0.9426 | 0.0521 | 0.1802 | 0.1629 | 0.1311 |
Buy And Hold Return (%) | 503.2624 | 503.2624 | 503.2624 | 503.2624 | 503.2624 | 503.2624 |
Max Trade Drawdown | -116206 | -77370 | -71228 | -8500295 | -4955487 | -5412478 |
Profit Factor | 5.2785 | 9.3697 | 1.435 | 1.2114 | 1.2615 | 1.151 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 44.4444 | 44.4444 | 44.4444 | 44.4444 | 44.4444 | 44.4444 |
Ratio Avg Win / Avg Loss | 6.5981 | 11.7121 | 1.7937 | 1.5143 | 1.5769 | 1.4388 |
Largest Winning Trade | 1889763 | 1889763 | 48628 | 5226343 | 5226343 | 3753347 |
Largest Losing Trade | -59599 | -32284 | -59599 | -4169521 | -3335413 | -4169521 |
Avg Bars in Trades | 57 | 63 | 51 | 57 | 63 | 51 |
Avg Bars in Winners | 100 | 107 | 93 | 100 | 107 | 93 |
Avg Bars in Losers | 22 | 28 | 17 | 22 | 28 | 17 |
Bars Traded | 4127 | 2278 | 1849 | 4127 | 2278 | 1849 |
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 | -66477 | 632767 | -289197 | -77416 | 234648 | -76871 |
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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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