Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2306846.8937 | 2238886.1629 | 67960.7309 | 1419567.3434 | 341647.4378 | 1077919.9056 |
Total P&L (%) | 2306.8469 | 2238.8862 | 67.9607 | 1419.5673 | 341.6474 | 1077.9199 |
Avg Daily Profit (%) | 1.0394 | 1.0088 | 0.0306 | 0.1227 | 0.067 | 0.1112 |
Buy And Hold Return (%) | 440.5471 | 440.5471 | 440.5471 | 440.5471 | 440.5471 | 440.5471 |
Max Trade Drawdown | -202272 | -123189 | -103463 | -25233778 | -16929617 | -8718755 |
Profit Factor | 4.0033 | 7.1607 | 1.1679 | 1.0249 | 1.0105 | 1.0439 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Losing Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Profitability (%) | 50 | 53.1915 | 46.8085 | 50 | 53.1915 | 46.8085 |
Ratio Avg Win / Avg Loss | 4.0033 | 6.3014 | 1.3272 | 1.0249 | 0.8893 | 1.1863 |
Largest Winning Trade | 2102072 | 2102072 | 55868 | 10910634 | 10910634 | 5706718 |
Largest Losing Trade | -36321 | -35959 | -36321 | -7136082 | -7136082 | -5511269 |
Avg Bars in Trades | 68 | 77 | 59 | 68 | 77 | 59 |
Avg Bars in Winners | 81 | 87 | 75 | 81 | 87 | 75 |
Avg Bars in Losers | 55 | 65 | 45 | 55 | 65 | 45 |
Bars Traded | 6431 | 3626 | 2805 | 6431 | 3626 | 2805 |
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 | 702457 | 759301 | -354712 | -224617 | -479444 | -221410 |
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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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