Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3219988.6203 | 3076501.6307 | 143486.9896 | 14864579.764 | 12718522.6434 | 2146057.1206 |
Total P&L (%) | 3219.9886 | 3076.5016 | 143.487 | 14864.5798 | 12718.5226 | 2146.0571 |
Avg Daily Profit (%) | 1.4499 | 1.3853 | 0.0646 | 0.2258 | 0.2188 | 0.1402 |
Buy And Hold Return (%) | 798.3154 | 798.3154 | 798.3154 | 798.3154 | 798.3154 | 798.3154 |
Max Trade Drawdown | -91104 | -72752 | -55681 | -19184552 | -13093349 | -11070167 |
Profit Factor | 6.9423 | 13.8478 | 1.4745 | 1.1815 | 1.3847 | 1.0439 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Losing Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Profitability (%) | 47.7941 | 48.5294 | 47.0588 | 47.7941 | 48.5294 | 47.0588 |
Ratio Avg Win / Avg Loss | 7.5832 | 14.6871 | 1.6588 | 1.2906 | 1.4686 | 1.1744 |
Largest Winning Trade | 2857449 | 2857449 | 52444 | 13331785 | 13331785 | 10671271 |
Largest Losing Trade | -40791 | -31077 | -40791 | -9489736 | -5790471 | -9489736 |
Avg Bars in Trades | 95 | 95 | 96 | 95 | 95 | 96 |
Avg Bars in Winners | 140 | 131 | 150 | 140 | 131 | 150 |
Avg Bars in Losers | 54 | 61 | 48 | 54 | 61 | 48 |
Bars Traded | 13048 | 6481 | 6567 | 13048 | 6481 | 6567 |
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 | 704458 | -90179 | -380778 | -13126 | -101230 | -291616 |
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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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