Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2399359.2235 | 2343401.0949 | 55958.1286 | 1770126.8478 | 5455045.1752 | -3684918.3274 |
Total P&L (%) | 2399.3592 | 2343.4011 | 55.9581 | 1770.1268 | 5455.0452 | -3684.9183 |
Avg Daily Profit (%) | 1.0782 | 1.0531 | 0.0251 | 0.1317 | 0.1807 | 0 |
Buy And Hold Return (%) | 201.2267 | 201.2267 | 201.2267 | 201.2267 | 201.2267 | 201.2267 |
Max Trade Drawdown | -130882 | -82660 | -76698 | -12169153 | -3967181 | -9821096 |
Profit Factor | 5.2977 | 9.6151 | 1.1955 | 1.0764 | 1.67 | 0.7548 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 46.2366 | 43.4783 | 48.9362 | 46.2366 | 43.4783 | 48.9362 |
Ratio Avg Win / Avg Loss | 6.1601 | 12.4997 | 1.2474 | 1.2516 | 2.171 | 0.7876 |
Largest Winning Trade | 2241483 | 2241483 | 48271 | 6818074 | 6818074 | 4228948 |
Largest Losing Trade | -60361 | -31044 | -60361 | -7302708 | -1114056 | -7302708 |
Avg Bars in Trades | 67 | 67 | 66 | 67 | 67 | 66 |
Avg Bars in Winners | 92 | 93 | 92 | 92 | 93 | 92 |
Avg Bars in Losers | 45 | 48 | 41 | 45 | 48 | 41 |
Bars Traded | 6248 | 3125 | 3123 | 6248 | 3125 | 3123 |
Profit Streak | 0 | 40.5438 | 0 | 0 | 40.5438 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 727386 | 719993 | -330902 | -154509 | 328391 | -581110 |
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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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