Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2569719.9067 | 2429219.5412 | 140500.3655 | 14076444.2261 | 16383318.9276 | -2306874.7015 |
Total P&L (%) | 2569.7199 | 2429.2195 | 140.5004 | 14076.4442 | 16383.3189 | -2306.8747 |
Avg Daily Profit (%) | 1.1594 | 1.0961 | 0.0634 | 0.2238 | 0.2306 | 0 |
Buy And Hold Return (%) | 797.8938 | 797.8938 | 797.8938 | 797.8938 | 797.8938 | 797.8938 |
Max Trade Drawdown | -195106 | -88069 | -124248 | -83249834 | -25066859 | -61855429 |
Profit Factor | 5.5235 | 10.6609 | 1.4437 | 1.082 | 1.2242 | 0.9766 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Losing Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Profitability (%) | 48.1481 | 53.6585 | 42.5 | 48.1481 | 53.6585 | 42.5 |
Ratio Avg Win / Avg Loss | 5.9484 | 9.2071 | 1.9533 | 1.1652 | 1.0573 | 1.3213 |
Largest Winning Trade | 2142252 | 2142252 | 49357 | 25687816 | 25687816 | 21576634 |
Largest Losing Trade | -41353 | -33106 | -41353 | -20400320 | -10549584 | -20400320 |
Avg Bars in Trades | 161 | 159 | 162 | 161 | 159 | 162 |
Avg Bars in Winners | 239 | 216 | 268 | 239 | 216 | 268 |
Avg Bars in Losers | 88 | 94 | 83 | 88 | 94 | 83 |
Bars Traded | 13044 | 6557 | 6487 | 13044 | 6557 | 6487 |
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 | 62787 | 698029 | -274875 | -139136 | 303480 | -581999 |
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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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