Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2486513.8462 | 2328571.3372 | 157942.509 | 13706482.3107 | 7887489.5156 | 5818992.7951 |
Total P&L (%) | 2486.5138 | 2328.5713 | 157.9425 | 13706.4823 | 7887.4895 | 5818.9928 |
Avg Daily Profit (%) | 1.117 | 1.0461 | 0.071 | 0.2216 | 0.197 | 0.1835 |
Buy And Hold Return (%) | 330.8421 | 330.8421 | 330.8421 | 330.8421 | 330.8421 | 330.8421 |
Max Trade Drawdown | -142333 | -81862 | -113827 | -27756277 | -11125715 | -23383808 |
Profit Factor | 4.2543 | 7.4044 | 1.3944 | 1.1739 | 1.1985 | 1.1489 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Profitability (%) | 43.5897 | 41.3793 | 45.7627 | 43.5897 | 41.3793 | 45.7627 |
Ratio Avg Win / Avg Loss | 5.5056 | 10.4896 | 1.6526 | 1.5192 | 1.6979 | 1.3617 |
Largest Winning Trade | 2036211 | 2036211 | 55620 | 7664005 | 7586765 | 7664005 |
Largest Losing Trade | -31436 | -28598 | -31436 | -7748604 | -3971857 | -7748604 |
Avg Bars in Trades | 36 | 40 | 33 | 36 | 40 | 33 |
Avg Bars in Winners | 56 | 62 | 50 | 56 | 62 | 50 |
Avg Bars in Losers | 21 | 24 | 18 | 21 | 24 | 18 |
Bars Traded | 4302 | 2347 | 1955 | 4302 | 2347 | 1955 |
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 | 666252 | -161500 | -440535 | -22065 | -176420 | -227176 |
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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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