Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2574189.1821 | 2382760.7628 | 191428.4193 | 21645874.4391 | 14661876.1017 | 6983998.3374 |
Total P&L (%) | 2574.1892 | 2382.7608 | 191.4284 | 21645.8744 | 14661.8761 | 6983.9983 |
Avg Daily Profit (%) | 1.1592 | 1.073 | 0.0862 | 0.2427 | 0.2252 | 0.192 |
Buy And Hold Return (%) | 781.8976 | 781.8976 | 781.8976 | 781.8976 | 781.8976 | 781.8976 |
Max Trade Drawdown | -93581 | -59140 | -85204 | -43183075 | -18635663 | -39195761 |
Profit Factor | 4.4822 | 8.7221 | 1.4445 | 1.1288 | 1.195 | 1.0752 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 86 | 46 | 40 | 86 | 46 | 40 |
Losing Trades | 70 | 32 | 38 | 70 | 32 | 38 |
Profitability (%) | 55.1282 | 58.9744 | 51.2821 | 55.1282 | 58.9744 | 51.2821 |
Ratio Avg Win / Avg Loss | 3.6483 | 6.0675 | 1.3723 | 0.9188 | 0.8313 | 1.0214 |
Largest Winning Trade | 2140326 | 2140326 | 54174 | 17185260 | 17185260 | 11572629 |
Largest Losing Trade | -39315 | -29136 | -39315 | -15262451 | -8808433 | -15262451 |
Avg Bars in Trades | 82 | 80 | 84 | 82 | 80 | 84 |
Avg Bars in Winners | 103 | 94 | 114 | 103 | 94 | 114 |
Avg Bars in Losers | 55 | 59 | 53 | 55 | 59 | 53 |
Bars Traded | 12827 | 6244 | 6583 | 12827 | 6244 | 6583 |
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 | 702858 | -14154 | -276971 | -70639 | -32448 | -164139 |
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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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