Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2887995.8622 | 2758426.2708 | 129569.5914 | 15675573.2722 | 30486158.1721 | -14810584.9 |
Total P&L (%) | 2887.9959 | 2758.4263 | 129.5696 | 15675.5733 | 30486.1582 | -14810.5849 |
Avg Daily Profit (%) | 1.3 | 1.2417 | 0.0583 | 0.2281 | 0.258 | 0 |
Buy And Hold Return (%) | 812.2244 | 812.2244 | 812.2244 | 812.2244 | 812.2244 | 812.2244 |
Max Trade Drawdown | -136733 | -85797 | -110065 | -36954829 | -21652365 | -30795978 |
Profit Factor | 4.8773 | 9.0787 | 1.3212 | 1.1 | 1.4423 | 0.8313 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 78 | 42 | 36 | 78 | 42 | 36 |
Losing Trades | 84 | 39 | 45 | 84 | 39 | 45 |
Profitability (%) | 48.1481 | 51.8519 | 44.4444 | 48.1481 | 51.8519 | 44.4444 |
Ratio Avg Win / Avg Loss | 5.2525 | 8.4302 | 1.6515 | 1.1846 | 1.3393 | 1.0392 |
Largest Winning Trade | 2460676 | 2460676 | 50290 | 43611108 | 43611108 | 10138808 |
Largest Losing Trade | -39319 | -32999 | -39319 | -11448068 | -11448068 | -10692046 |
Avg Bars in Trades | 53 | 51 | 56 | 53 | 51 | 56 |
Avg Bars in Winners | 77 | 73 | 82 | 77 | 73 | 82 |
Avg Bars in Losers | 31 | 27 | 35 | 31 | 27 | 35 |
Bars Traded | 8729 | 4175 | 4554 | 8729 | 4175 | 4554 |
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 | 677388 | 273621 | -293611 | -102111 | -2231 | -593229 |
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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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