Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2426568.686 | 2243890.2232 | 182678.4628 | 19817679.6882 | 4943740.0359 | 14873939.6523 |
Total P&L (%) | 2426.5687 | 2243.8902 | 182.6785 | 19817.6797 | 4943.74 | 14873.9397 |
Avg Daily Profit (%) | 1.0947 | 1.0122 | 0.0824 | 0.2391 | 0.177 | 0.2262 |
Buy And Hold Return (%) | 260.603 | 260.603 | 260.603 | 260.603 | 260.603 | 260.603 |
Max Trade Drawdown | -69720 | -49437 | -62118 | -20174623 | -13063738 | -12693098 |
Profit Factor | 5.3422 | 8.5897 | 1.6941 | 1.2 | 1.0893 | 1.34 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 42.6829 | 43.9024 | 41.4634 | 42.6829 | 43.9024 | 41.4634 |
Ratio Avg Win / Avg Loss | 7.1738 | 10.9758 | 2.3917 | 1.6114 | 1.3919 | 1.8918 |
Largest Winning Trade | 1953819 | 1953819 | 55663 | 15753259 | 15753259 | 11528941 |
Largest Losing Trade | -32629 | -32629 | -30771 | -10041315 | -7044202 | -10041315 |
Avg Bars in Trades | 104 | 114 | 93 | 104 | 114 | 93 |
Avg Bars in Winners | 173 | 182 | 163 | 173 | 182 | 163 |
Avg Bars in Losers | 52 | 61 | 44 | 52 | 61 | 44 |
Bars Traded | 8537 | 4695 | 3842 | 8537 | 4695 | 3842 |
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 | 354403 | 703546 | -248780 | -2667 | -116759 | 231023 |
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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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