Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2636988.0027 | 2507072.3202 | 129915.6825 | 14377762.1383 | 21948445.298 | -7570683.1597 |
Total P&L (%) | 2636.988 | 2507.0723 | 129.9157 | 14377.7621 | 21948.4453 | -7570.6832 |
Avg Daily Profit (%) | 1.1903 | 1.1317 | 0.0586 | 0.2248 | 0.2439 | 0 |
Buy And Hold Return (%) | 848.3456 | 848.3456 | 848.3456 | 848.3456 | 848.3456 | 848.3456 |
Max Trade Drawdown | -153625 | -90166 | -117257 | -26838471 | -7560159 | -22455122 |
Profit Factor | 5.2598 | 10.2523 | 1.3732 | 1.2051 | 1.8592 | 0.8301 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Losing Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Profitability (%) | 45.8824 | 51.1628 | 40.4762 | 45.8824 | 51.1628 | 40.4762 |
Ratio Avg Win / Avg Loss | 6.2039 | 9.7863 | 2.0195 | 1.4214 | 1.7747 | 1.2207 |
Largest Winning Trade | 2127964 | 2127964 | 62042 | 22168455 | 22168455 | 7021990 |
Largest Losing Trade | -54906 | -44056 | -54906 | -12744022 | -4611043 | -12744022 |
Avg Bars in Trades | 76 | 70 | 82 | 76 | 70 | 82 |
Avg Bars in Winners | 116 | 100 | 137 | 116 | 100 | 137 |
Avg Bars in Losers | 42 | 39 | 45 | 42 | 39 | 45 |
Bars Traded | 6508 | 3033 | 3475 | 6508 | 3033 | 3475 |
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 | 615647 | 685183 | -282409 | 229671 | 437140 | -582771 |
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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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