Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2286203.9163 | 2185923.2761 | 100280.6401 | 10898763.3133 | 8126182.5707 | 2772580.7427 |
Total P&L (%) | 2286.2039 | 2185.9233 | 100.2806 | 10898.7633 | 8126.1826 | 2772.5807 |
Avg Daily Profit (%) | 1.028 | 0.983 | 0.0451 | 0.2116 | 0.1985 | 0.1511 |
Buy And Hold Return (%) | 935.3114 | 935.3114 | 935.3114 | 935.3114 | 935.3114 | 935.3114 |
Max Trade Drawdown | -89606 | -31519 | -96811 | -10095145 | -3092682 | -8706390 |
Profit Factor | 4.9674 | 15.7477 | 1.2343 | 1.2371 | 1.548 | 1.089 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 48.8372 | 51.1628 | 46.5116 | 48.8372 | 51.1628 | 46.5116 |
Ratio Avg Win / Avg Loss | 5.204 | 15.0319 | 1.4194 | 1.296 | 1.4776 | 1.2524 |
Largest Winning Trade | 1849670 | 1849670 | 58080 | 5100517 | 4595093 | 5100517 |
Largest Losing Trade | -38570 | -19235 | -38570 | -4086323 | -1563956 | -4086323 |
Avg Bars in Trades | 152 | 78 | 227 | 152 | 78 | 227 |
Avg Bars in Winners | 223 | 111 | 346 | 223 | 111 | 346 |
Avg Bars in Losers | 85 | 43 | 123 | 85 | 43 | 123 |
Bars Traded | 13125 | 3364 | 9761 | 13125 | 3364 | 9761 |
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 | 611488 | 626873 | -300082 | 274090 | 353722 | -119422 |
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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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