Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1812834.4892 | 1646254.6671 | 166579.8221 | 8628687.1271 | 2092718.2934 | 6535968.8337 |
Total P&L (%) | 1812.8345 | 1646.2547 | 166.5798 | 8628.6871 | 2092.7183 | 6535.9688 |
Avg Daily Profit (%) | 0.8702 | 0.7902 | 0.08 | 0.2148 | 0.1483 | 0.2016 |
Buy And Hold Return (%) | 55.5789 | 55.5789 | 55.5789 | 55.5789 | 55.5789 | 55.5789 |
Max Trade Drawdown | -111134 | -100642 | -64771 | -24918033 | -22506408 | -11235036 |
Profit Factor | 3.5807 | 5.3292 | 1.517 | 1.0968 | 1.0414 | 1.1691 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Profitability (%) | 41.8367 | 40.8163 | 42.8571 | 41.8367 | 40.8163 | 42.8571 |
Ratio Avg Win / Avg Loss | 4.9781 | 7.7273 | 2.0227 | 1.5248 | 1.5101 | 1.5588 |
Largest Winning Trade | 1059607 | 1059607 | 64013 | 18836065 | 18836065 | 9147622 |
Largest Losing Trade | -38076 | -38076 | -32949 | -7733280 | -7093006 | -7733280 |
Avg Bars in Trades | 252 | 215 | 289 | 252 | 215 | 289 |
Avg Bars in Winners | 450 | 400 | 497 | 450 | 400 | 497 |
Avg Bars in Losers | 110 | 88 | 132 | 110 | 88 | 132 |
Bars Traded | 24734 | 10565 | 14169 | 24734 | 10565 | 14169 |
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 | 614428 | 635163 | -89469 | -107711 | -171945 | -28028 |
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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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