Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3978279.4037 | 3865084.4075 | 113194.9962 | 6510719.0077 | 3109399.5236 | 3401319.4841 |
Total P&L (%) | 3978.2794 | 3865.0844 | 113.195 | 6510.719 | 3109.3995 | 3401.3195 |
Avg Daily Profit (%) | 1.7876 | 1.7367 | 0.0509 | 0.1885 | 0.156 | 0.1599 |
Buy And Hold Return (%) | 851.4096 | 851.4096 | 851.4096 | 851.4096 | 851.4096 | 851.4096 |
Max Trade Drawdown | -148351 | -95246 | -62787 | -18341132 | -11746797 | -9586321 |
Profit Factor | 9.1676 | 13.2854 | 1.6563 | 1.1656 | 1.1272 | 1.2287 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 50 | 46.3415 | 53.6585 | 50 | 46.3415 | 53.6585 |
Ratio Avg Win / Avg Loss | 9.1676 | 15.3831 | 1.4305 | 1.1656 | 1.3052 | 1.0611 |
Largest Winning Trade | 3739587 | 3739587 | 41435 | 8737726 | 8737726 | 3471617 |
Largest Losing Trade | -41203 | -41203 | -35417 | -7430683 | -4396521 | -7430683 |
Avg Bars in Trades | 52 | 83 | 22 | 52 | 83 | 22 |
Avg Bars in Winners | 60 | 105 | 22 | 60 | 105 | 22 |
Avg Bars in Losers | 44 | 63 | 21 | 44 | 63 | 21 |
Bars Traded | 4307 | 3403 | 903 | 4307 | 3403 | 903 |
Profit Streak | 0 | 110.8436 | 0 | 0 | 110.8436 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 437385 | 717849 | -287953 | -39233 | -76318 | 212544 |
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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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