Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2945879.9511 | 2698700.1635 | 247179.7876 | 105237089.0402 | 25738300.5984 | 79498788.4418 |
Total P&L (%) | 2945.88 | 2698.7002 | 247.1798 | 105237.089 | 25738.3006 | 79498.7884 |
Avg Daily Profit (%) | 1.3234 | 1.2124 | 0.111 | 0.3131 | 0.2498 | 0.3005 |
Buy And Hold Return (%) | 244.7608 | 244.7608 | 244.7608 | 244.7608 | 244.7608 | 244.7608 |
Max Trade Drawdown | -53036 | -63994 | -57689 | -48952806 | -43068359 | -32237213 |
Profit Factor | 7.5647 | 11.1427 | 2.3531 | 1.4223 | 1.1681 | 1.827 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 44.9438 | 43.1818 | 46.6667 | 44.9438 | 43.1818 | 46.6667 |
Ratio Avg Win / Avg Loss | 9.2667 | 14.6614 | 2.6893 | 1.7423 | 1.537 | 2.0879 |
Largest Winning Trade | 2313435 | 2313435 | 54237 | 54255835 | 41087744 | 54255835 |
Largest Losing Trade | -28456 | -28456 | -17680 | -40642264 | -40642264 | -18585743 |
Avg Bars in Trades | 47 | 52 | 42 | 47 | 52 | 42 |
Avg Bars in Winners | 72 | 80 | 65 | 72 | 80 | 65 |
Avg Bars in Losers | 27 | 32 | 23 | 27 | 32 | 23 |
Bars Traded | 4253 | 2325 | 1927 | 4253 | 2325 | 1927 |
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 | 735114 | 700527 | -204201 | 331861 | -28583 | 400782 |
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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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