Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4705931.9969 | 4607248.0989 | 98683.8981 | 4070956.0841 | 3756812.4021 | 314143.6819 |
Total P&L (%) | 4705.932 | 4607.2481 | 98.6839 | 4070.9561 | 3756.8124 | 314.1437 |
Avg Daily Profit (%) | 2.1169 | 2.0725 | 0.0444 | 0.168 | 0.1644 | 0.0639 |
Buy And Hold Return (%) | 313.6811 | 313.6811 | 313.6811 | 313.6811 | 313.6811 | 313.6811 |
Max Trade Drawdown | -128902 | -90756 | -86615 | -15667419 | -10293255 | -6525182 |
Profit Factor | 9.5372 | 16.4919 | 1.3888 | 1.1219 | 1.2109 | 1.0201 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Profitability (%) | 44.9438 | 45.4545 | 44.4444 | 44.9438 | 45.4545 | 44.4444 |
Ratio Avg Win / Avg Loss | 11.6831 | 19.7903 | 1.736 | 1.3743 | 1.4531 | 1.2752 |
Largest Winning Trade | 4536304 | 4536304 | 54789 | 9573642 | 9573642 | 3141141 |
Largest Losing Trade | -34206 | -34206 | -33337 | -3642371 | -3642371 | -2565329 |
Avg Bars in Trades | 96 | 89 | 102 | 96 | 89 | 102 |
Avg Bars in Winners | 153 | 128 | 178 | 153 | 128 | 178 |
Avg Bars in Losers | 49 | 57 | 42 | 49 | 57 | 42 |
Bars Traded | 8556 | 3944 | 4612 | 8556 | 3944 | 4612 |
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 | 759912 | 759227 | -299751 | -80454 | 200296 | -473327 |
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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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