Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2253078.7526 | 2140855.3832 | 112223.3694 | 7257414.2472 | 15816962.2819 | -8559548.0347 |
Total P&L (%) | 2253.0788 | 2140.8554 | 112.2234 | 7257.4142 | 15816.9623 | -8559.548 |
Avg Daily Profit (%) | 1.0121 | 0.9616 | 0.0504 | 0.1933 | 0.228 | 0 |
Buy And Hold Return (%) | 738.1963 | 738.1963 | 738.1963 | 738.1963 | 738.1963 | 738.1963 |
Max Trade Drawdown | -161161 | -114407 | -105271 | -67697543 | -38332246 | -47556534 |
Profit Factor | 4.1567 | 8.6199 | 1.2593 | 1.0369 | 1.1962 | 0.9263 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Losing Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Profitability (%) | 49.3827 | 49.3827 | 49.3827 | 49.3827 | 49.3827 | 49.3827 |
Ratio Avg Win / Avg Loss | 4.2606 | 8.8354 | 1.2908 | 1.0628 | 1.2261 | 0.9495 |
Largest Winning Trade | 1907535 | 1907535 | 54801 | 20859797 | 20859797 | 19317912 |
Largest Losing Trade | -47136 | -28989 | -47136 | -19020064 | -19020064 | -10618295 |
Avg Bars in Trades | 53 | 44 | 62 | 53 | 44 | 62 |
Avg Bars in Winners | 80 | 69 | 92 | 80 | 69 | 92 |
Avg Bars in Losers | 27 | 20 | 33 | 27 | 20 | 33 |
Bars Traded | 8705 | 3642 | 5063 | 8705 | 3642 | 5063 |
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 | 650537 | 231713 | -303735 | -171379 | -8609 | -592976 |
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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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