Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1850644.0884 | 1777018.7766 | 73625.3119 | 2740335.1754 | -8126549.9663 | 10866885.1417 |
Total P&L (%) | 1850.6441 | 1777.0188 | 73.6253 | 2740.3352 | -8126.55 | 10866.8851 |
Avg Daily Profit (%) | 0.7387 | 0.7093 | 0.0294 | 0.1337 | 0 | 0.1877 |
Buy And Hold Return (%) | 482.3383 | 482.3383 | 482.3383 | 482.3383 | 482.3383 | 482.3383 |
Max Trade Drawdown | -165827 | -103287 | -140625 | -33445005 | -24620068 | -17621785 |
Profit Factor | 3.9018 | 6.1409 | 1.2521 | 1.0389 | 0.821 | 1.4341 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Profitability (%) | 43.0233 | 37.2093 | 48.8372 | 43.0233 | 37.2093 | 48.8372 |
Ratio Avg Win / Avg Loss | 5.1672 | 10.3628 | 1.3117 | 1.3758 | 1.3855 | 1.5024 |
Largest Winning Trade | 1432156 | 1432156 | 46507 | 14318288 | 14318288 | 11518447 |
Largest Losing Trade | -36203 | -36203 | -32615 | -9572521 | -9572521 | -7847536 |
Avg Bars in Trades | 85 | 95 | 74 | 85 | 95 | 74 |
Avg Bars in Winners | 133 | 180 | 97 | 133 | 180 | 97 |
Avg Bars in Losers | 48 | 45 | 52 | 48 | 45 | 52 |
Bars Traded | 7330 | 4117 | 3213 | 7330 | 4117 | 3213 |
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 | 532107 | 485739 | -320011 | -195267 | -584034 | 343645 |
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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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