Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2090081.8832 | 1909904.6694 | 180177.2137 | 31453949.6899 | 10933476.9134 | 20520472.7765 |
Total P&L (%) | 2090.0819 | 1909.9047 | 180.1772 | 31453.9497 | 10933.4769 | 20520.4728 |
Avg Daily Profit (%) | 1.1135 | 1.0175 | 0.096 | 0.307 | 0.2509 | 0.2843 |
Buy And Hold Return (%) | 489.4897 | 489.4897 | 489.4897 | 489.4897 | 489.4897 | 489.4897 |
Max Trade Drawdown | -91219 | -72532 | -55029 | -21629177 | -10452983 | -12015955 |
Profit Factor | 6.0838 | 9.4362 | 1.9754 | 1.6362 | 1.4036 | 1.9182 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 37 | 14 | 23 | 37 | 14 | 23 |
Losing Trades | 60 | 34 | 26 | 60 | 34 | 26 |
Profitability (%) | 38.1443 | 29.1667 | 46.9388 | 38.1443 | 29.1667 | 46.9388 |
Ratio Avg Win / Avg Loss | 9.8657 | 22.9166 | 2.233 | 2.6533 | 3.4087 | 2.1684 |
Largest Winning Trade | 1159559 | 1159559 | 53745 | 20096520 | 20096520 | 17653786 |
Largest Losing Trade | -18341 | -18341 | -17467 | -5152929 | -3934590 | -5152929 |
Avg Bars in Trades | 75 | 59 | 91 | 75 | 59 | 91 |
Avg Bars in Winners | 160 | 157 | 162 | 160 | 157 | 162 |
Avg Bars in Losers | 23 | 19 | 28 | 23 | 19 | 28 |
Bars Traded | 7327 | 2862 | 4465 | 7327 | 2862 | 4465 |
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 | 562752 | 295621 | -227936 | 277153 | -1061 | 407031 |
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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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