Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2951287.1488 | 2826411.9292 | 124875.2196 | 13955133.1979 | 11846748.0323 | 2108385.1655 |
Total P&L (%) | 2951.2871 | 2826.4119 | 124.8752 | 13955.1332 | 11846.748 | 2108.3852 |
Avg Daily Profit (%) | 1.3309 | 1.2746 | 0.0563 | 0.2233 | 0.2159 | 0.1397 |
Buy And Hold Return (%) | 939.7633 | 939.7633 | 939.7633 | 939.7633 | 939.7633 | 939.7633 |
Max Trade Drawdown | -116347 | -64698 | -113385 | -19454576 | -7367908 | -17558742 |
Profit Factor | 5.7381 | 11.3348 | 1.3574 | 1.2327 | 1.447 | 1.063 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Profitability (%) | 44.4444 | 44 | 44.898 | 44.4444 | 44 | 44.898 |
Ratio Avg Win / Avg Loss | 7.1726 | 14.4261 | 1.6659 | 1.5409 | 1.8416 | 1.3046 |
Largest Winning Trade | 2520210 | 2520210 | 48500 | 15380321 | 15380321 | 5920767 |
Largest Losing Trade | -43243 | -38357 | -43243 | -5515510 | -4912710 | -5515510 |
Avg Bars in Trades | 131 | 131 | 132 | 131 | 131 | 132 |
Avg Bars in Winners | 206 | 202 | 209 | 206 | 202 | 209 |
Avg Bars in Losers | 72 | 75 | 69 | 72 | 75 | 69 |
Bars Traded | 13047 | 6572 | 6475 | 13047 | 6572 | 6475 |
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 | 614877 | -163386 | -283840 | 256451 | -172121 | -164538 |
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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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