Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2826438.2867 | 2703287.1179 | 123151.1688 | 5920956.7723 | 2950143.3931 | 2970813.3792 |
Total P&L (%) | 2826.4383 | 2703.2871 | 123.1512 | 5920.9568 | 2950.1434 | 2970.8134 |
Avg Daily Profit (%) | 1.3571 | 1.298 | 0.0591 | 0.197 | 0.1642 | 0.1646 |
Buy And Hold Return (%) | 68.5512 | 68.5512 | 68.5512 | 68.5512 | 68.5512 | 68.5512 |
Max Trade Drawdown | -96086 | -107214 | -94278 | -8303590 | -7828820 | -3580673 |
Profit Factor | 5.3765 | 8.2874 | 1.448 | 1.1676 | 1.1303 | 1.2342 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 30 | 11 | 19 | 30 | 11 | 19 |
Losing Trades | 54 | 31 | 23 | 54 | 31 | 23 |
Profitability (%) | 35.7143 | 26.1905 | 45.2381 | 35.7143 | 26.1905 | 45.2381 |
Ratio Avg Win / Avg Loss | 9.6777 | 23.3555 | 1.7529 | 2.1017 | 3.1853 | 1.4941 |
Largest Winning Trade | 2347001 | 2347001 | 83080 | 6103668 | 6103668 | 3331176 |
Largest Losing Trade | -39000 | -38337 | -39000 | -2232546 | -2232546 | -1552789 |
Avg Bars in Trades | 291 | 254 | 327 | 291 | 254 | 327 |
Avg Bars in Winners | 566 | 600 | 547 | 566 | 600 | 547 |
Avg Bars in Losers | 138 | 131 | 146 | 138 | 131 | 146 |
Bars Traded | 24459 | 10697 | 13762 | 24459 | 10697 | 13762 |
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 | 590024 | -2398 | -121919 | -32385 | -92913 | 201898 |
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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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