Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2601588.3164 | 2491205.3138 | 110383.0026 | 11599760.1888 | 30207921.1941 | -18608161.0053 |
Total P&L (%) | 2601.5883 | 2491.2053 | 110.383 | 11599.7602 | 30207.9212 | -18608.161 |
Avg Daily Profit (%) | 1.1682 | 1.1186 | 0.0496 | 0.2141 | 0.2569 | 0 |
Buy And Hold Return (%) | 612.961 | 612.961 | 612.961 | 612.961 | 612.961 | 612.961 |
Max Trade Drawdown | -217019 | -133784 | -120839 | -140491380 | -63648289 | -77656955 |
Profit Factor | 5.2669 | 10.7574 | 1.3115 | 1.042 | 1.2471 | 0.8793 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Losing Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Profitability (%) | 48.3146 | 52.2727 | 44.4444 | 48.3146 | 52.2727 | 44.4444 |
Ratio Avg Win / Avg Loss | 5.6344 | 9.8219 | 1.6393 | 1.1147 | 1.1387 | 1.0991 |
Largest Winning Trade | 2170265 | 2170265 | 50480 | 79155523 | 79155523 | 25564917 |
Largest Losing Trade | -46845 | -30665 | -46845 | -42265178 | -31623854 | -42265178 |
Avg Bars in Trades | 148 | 148 | 148 | 148 | 148 | 148 |
Avg Bars in Winners | 221 | 206 | 238 | 221 | 206 | 238 |
Avg Bars in Losers | 79 | 84 | 76 | 79 | 84 | 76 |
Bars Traded | 13190 | 6527 | 6664 | 13190 | 6527 | 6664 |
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 | 685919 | 725714 | -293325 | -166622 | 310962 | -581205 |
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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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