Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2307124.3221 | 2098300.075 | 208824.2471 | 35340460.989 | 15693713.1405 | 19646747.8485 |
Total P&L (%) | 2307.1243 | 2098.3001 | 208.8242 | 35340.461 | 15693.7131 | 19646.7478 |
Avg Daily Profit (%) | 1.0353 | 0.9416 | 0.0937 | 0.2638 | 0.2274 | 0.2375 |
Buy And Hold Return (%) | 701.0531 | 701.0531 | 701.0531 | 701.0531 | 701.0531 | 701.0531 |
Max Trade Drawdown | -86026 | -53860 | -66861 | -65036102 | -29609607 | -45477979 |
Profit Factor | 5.3355 | 10.8451 | 1.6546 | 1.1652 | 1.1646 | 1.1658 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 52.381 | 54.7619 | 50 | 52.381 | 54.7619 | 50 |
Ratio Avg Win / Avg Loss | 4.8505 | 8.959 | 1.6546 | 1.0593 | 0.962 | 1.1658 |
Largest Winning Trade | 1765531 | 1765531 | 50623 | 29185058 | 26232220 | 29185058 |
Largest Losing Trade | -52340 | -23858 | -52340 | -19401377 | -11998228 | -19401377 |
Avg Bars in Trades | 155 | 173 | 137 | 155 | 173 | 137 |
Avg Bars in Winners | 205 | 220 | 189 | 205 | 220 | 189 |
Avg Bars in Losers | 100 | 115 | 85 | 100 | 115 | 85 |
Bars Traded | 13051 | 7282 | 5769 | 13051 | 7282 | 5769 |
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 | 687306 | 696975 | -230465 | -29673 | -32254 | -29801 |
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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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